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