Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs

Table 3

The optimal utilities with various values of .

Case
(1)	100.7579	100.9845	101.2645	101.6486	101.7351
(2)	101.5735	101.5868	101.6034	101.7364	102.6852
(3)	101.5454	101.5462	101.5472	101.555	101.6431
(4)	101.0963	101.0963	101.0963	101.0963	101.0963
(5)	100.7028	100.7093	100.7174	100.7821	101.382
(6)	100.7017	100.7036	100.706	100.725	100.9388
(7)	100.7012	100.7012	100.7012	100.7012	100.7012
(8)	100.7752	101.071	101.4407	103.5139	104.3822
(9)	100.8504	100.864	100.8811	101.0179	101.9644
(10)	101.6216	101.6278	101.6356	101.698	102.1946