Research Article
Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs
Table 4
The optimal decisions
with various values of
when
.
| | | |
| 1.0055 | 17.4424 | 101.3983 | 1.005 | 17.9619 | 101.3156 | 1.0045 | 18.4810 | 101.2335 | 1.004 | 18.9999 | 101.1520 | 1.0035 | 19.5186 | 101.0710 | 1.003 | 20.0370 | 100.9906 | 1.0025 | 20.5551 | 100.9107 | 1.002 | 21.0730 | 100.8314 |
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