An Evolutionary Algorithm for Multiobjective Fuzzy Portfolio Selection Models with Transaction Cost and Liquidity

Table 3

Fuzzy turnover rates of 12 assets.

Stock	1	2	3	4
Turnover rate	(0.0416, 0.0662, 0.0224, 0.01315)	(0.0434, 0.0639, 0.0352, 0.2148)	(0.0526, 0.0657, 0.0290, 0.0599)	(0.0508, 0.0723, 0.0338, 0.0994)
Asset	5	6	7	8
Turnover rate	(0.0220, 0.0278, 0.0124, 0.0571)	(0.0449, 0.0699, 0.0239, 0.1900)	(0.0723, 0.0990, 0.0481, 0.1264)	(0.0708, 0.0954, 0.0426, 0.1297)
Asset	9	10	11	12
Turnover rate	(0.0499, 0.0820, 0.0315, 0.0965)	(0.0705, 0.0970, 0.0515, 0.2344)	(0.0299, 0.0503, 0.0194, 0.0875)	(0.0290, 0.0379, 0.0164, 0.0590)