Research Article
An Evolutionary Algorithm for Multiobjective Fuzzy Portfolio Selection Models with Transaction Cost and Liquidity
Table 9
The different patterns of investment of MVS-E model.
| Investing | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Return | Risk | Skewness | Entropy |
| | 0.0541 | 0.1089 | 0.1129 | 0.148 | 0.1195 | 0.0389 | 0.0517 | 0.0312 | 0.1538 | 0.0034 | 0.112 | 0.0656 | 0.0077 | 0.0023 | 0.0009 | 1.8332 | | 0.0503 | 0.1523 | 0.049 | 0.031 | 0.2237 | 0.0474 | 0.0275 | 0.0497 | 0.2652 | 0.0116 | 0.0499 | 0.0424 | 0.0076 | 0.0022 | 0.0008 | 1.3426 |
| | 0.1076 | 0.1539 | 0 | 0.0304 | 0.2511 | 0.085 | 0 | 0.0765 | 0.2335 | 0 | 0 | 0.062 | 0.0053 | 0.0016 | 0.0005 | 0.5951 | | 0.0960 | 0.1432 | 0 | 0.0325 | 0.3057 | 0.076 | 0 | 0.0815 | 0.1941 | 0 | 0 | 0.071 | 0.0052 | 0.0015 | 0.0004 | 0.5037 |
| | 0.0020 | 0.4614 | 0 | 0 | 0.0101 | 0.0536 | 0 | 0.0383 | 0.4346 | 0 | 0 | 0 | 0.0034 | 0.0012 | 0.0003 | 0.2275 | | 0.0112 | 0.5918 | 0 | 0 | 0.0423 | 0.0868 | 0 | 0.0514 | 0.2165 | 0 | 0 | 0 | 0.0032 | 0.0011 | 0.0002 | 0.0264 |
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