Research Article
Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs
Table 2
The optimal decisions
with various values of
.
| Case | | | | | |
| (1) | 11.1001 | 55.5006 | 99.7 | 99.7 | 99.7 | (2) | 0.4679 | 2.3395 | 4.6790 | 23.3952 | 99.7 | (3) | 0.1403 | 0.7013 | 1.4027 | 7.0133 | 70.1332 | (4) | 0 | 0 | 0 | 0 | 0 | (5) | 0.3312 | 1.6559 | 3.3118 | 16.5590 | 99.7 | (6) | 0.1874 | 0.9372 | 1.8744 | 9.3720 | 93.7199 | (7) | 0 | 0 | 0 | 0 | 0 | (8) | 3.9037 | 19.5186 | 39.0372 | 99.7 | 99.7 | (9) | 0.4846 | 2.4228 | 4.8457 | 24.2283 | 99.7 | (10) | 0.4094 | 2.0472 | 4.0944 | 20.4722 | 99.7 |
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