Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs

Table 1

Triangular possibility distributions of fuzzy returns of 10 stocks.

Case
(1)	(0.995, 1.025, 1.035)	(0.884, 1.008, 1.017)	1.02	0.00010	0.97925	0.00138
(2)	(0.88, 1.04, 1.11)	(0.884, 1.036, 1.117)	1.0175	0.00295	1.01825	0.00284
(3)	(0.895, 1.024, 1.082)	(0.885, 1.036, 1.115)	1.00625	0.00193	1.018	0.00278
(4)	(0.91, 1.012, 1.076)	(0.894, 1.03, 1.1)	1.0025	0.00136	1.0135	0.00224
(5)	(0.877, 1.04, 1.1)	(0.89, 1.022, 1.1)	1.01425	0.00292	1.0085	0.00223
(6)	(0.879, 1.04, 1.1)	(0.89, 1.003, 1.01)	1.01475	0.00286	0.9765	0.00114
(7)	(0.906, 1.014, 1.08)	(0.892, 1.03, 1.085)	1.0035	0.00151	1.00925	0.00214
(8)	(0.973, 1.04, 1.12)	(0.887, 1.015, 1.113)	1.04325	0.00096	1.0075	0.00235
(9)	(0.882, 1.039, 1.11)	(0.902, 1.026, 1.09)	1.0175	0.00287	1.011	0.00187
(10)	(0.904, 1.025, 1.09)	(0.882, 1.038, 1.117)	1.011	0.00180	1.01875	0.00294