Research Article
Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion
Table 4
Computational results with
and
.
| Investment ratios | | | | | | | | | | | | | | | | | | | | |
| Values | 0 | 0 | 0.11689 | 0.04596 | 0 | 0.41539 | 0 | 0 | 0.01806 | 0 | 0 | 0 | 0.08538 | 0.07634 | 0 | 0.24198 | 0 | 0 | 0 | 0 |
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