Research Article
Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs
Table 7
The optimal utilities with various values of
.
| Case | | | | | |
| (1) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (2) | 100.8003 | 100.8015 | 100.8031 | 100.8154 | 100.9542 | (3) | 100.8003 | 100.8014 | 100.8028 | 100.8139 | 100.9391 | (4) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (5) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (6) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (7) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (8) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (9) | 100.8 | 100.8 | 100.8 | 100.8 | 100.8 | (10) | 100.8004 | 100.8019 | 100.8037 | 100.8187 | 100.9868 |
|
|