Research Article
Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion
Table 2
Computational results with
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| Investment ratios | | | | | | | | | | | | | | | | | | | | |
| Values | 0 | 0 | 0.06599 | 0.03981 | 0.03508 | 0.19412 | 0.07107 | 0.06188 | 0.07594 | 0.04273 | 0 | 0.05974 | 0.07214 | 0.02827 | 0 | 0.11136 | 0.04525 | 0.00917 | 0.08748 | 0 |
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