Research Article
The Effect of Exit Strategy on Optimal Portfolio Selection with Birandom Returns
Table 2
The results of models (
9)–(
11).
| | Model | Result | Optimal solution | Objective function value | | | |
| | Model (10) | Result 1 | 0.1916 | 0.6885 | 0.1199 | 0.4157 | | Model (11) | Result 2 | 0.9209 | 0.0668 | 0.0123 | 0.5525 | | Model (12) | Result 3 | 0.0011 | 0.0123 | 0.9866 | 0.6890 |
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