Selecting the Best of Portfolio Using OWA Operator Weights in Cross Efficiency-Evaluation

Table 8

Selecting the best assets for making portfolio for 𝛼≤0.4.

		Expected return	Variance	Ranking
48	UMBIX	1.833	12.379	1
54	FMAGX	1.681	14.225	2
34	MDFGX	1.942	18.833	3
32	MCOBX	1.959	19.729	4
33	MCOFX	1.875	18.821	5
27	JAWWX	1.946	20.705	6
30	MBFGX	1.923	20.626	7
29	MAFGX	1.849	20.490	8
16	FIUIX	1.398	13.813	9
52	WAGEX	1.625	17.619	10