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

Table 6

Summary statistics of ASR for MVS and MVS-E model.

ASR	Min	Max	Mean	Median	SD
MVS model	0.0653	0.1617	0.1186	0.1168	0.0250
MVS-E model	0.0958	0.1619	0.1313	0.1334	0.0195