Mathematical Problems in Engineering / 2011 / Article / Tab 1

Research Article

Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 1

Sample statistics for the Markowitz's historical data.

Stock Sample mean SD 5th percentile 40th percentile 60th percentile 95th percentile

10.0660.238 0 . 2 8 4 0 . 0 1 1 0.0700.456
20.0620.125 0 . 1 7 5 0 . 0 5 2 0.0890.229
30.1460.301 0 . 1 9 3 0 . 0 1 8 0.1360.758
4 0.1730.318 0 . 3 0 7 0 . 1 6 1 0.2380.714
5 0.1980.368 0 . 4 2 9 0 . 0 6 2 0.3250.671
6 0.0550.209 0 . 2 3 4 0 . 0 6 4 0.0940.352
7 0.1280.175 0 . 1 3 2 0 . 0 9 0 0.1640.356
8 0.1180.286 0 . 3 1 1 0 . 1 0 4 0.1960.587
9 0.1160.290 0 . 3 1 6 0 . 1 0 4 0.1960.587

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