New Safe Approximation of Ambiguous Probabilistic Constraints for Financial Optimization Problem

Table 2

The corresponding values between risk parameter and perturbation parameters .

	budget parameters	ball parameters
0.91	6.940	(4.907,6.940)
0.92	7.107	(5.026,7.107)
0.93	7.293	(5.157,7.293)
0.94	7.501	(5.304,7.501)
0.95	7.740	(5.473,7.740)
0.96	8.024	(5.674,8.024)
0.97	8.374	(5.922,8.374)
0.98	8.845	(6.255,8.845)
0.99	9.597	(6.786,9.597)