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

Table 7

The different patterns of investment of MVS model.

Investing	1	2	3	4	5	6	7	8	9	10	11	12	Return	Risk	Skewness
	0	0.0100	0	0	0	0	0	0	0.9900	0	0	0	0.075	0.0023	0.0004
	0	0.0359	0	0	0	0	0	0	0.9641	0	0	0	0.074	0.0022	0.0003
	0	0.6885	0	0	0	0	0	0	0.3115	0	0	0	0.0052	0.0016	0.0002
	0	0.6887	0	0	0	0	0	0	0.3112	0	0	0	0.0050	0.0015	0.0001
	0	0.0301	0	0	0.9672	0	0	0	0	0	0	0	0.0034	0.0012	0
	0	0.0284	0	0	0.9717	0	0	0	0	0	0	0	0.0032	0.0011	0