Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs

Table 5

The optimal decisions with various values of when .

0.0001	20.5099	101.4931
0.001	20.5284	101.3113
0.005	17.4681	100.9962
0.01	12.2684	100.8453
0.02	1.5465	100.7035
0.021	0.4500	100.7014
0.0213	0.1202	100.7012
0.0214	0.0102	100.7012
0.0215	0	100.7012