Research Article

Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion

Table 2

Computational results with , , and .

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