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