Research Article

Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion

Table 4

Computational results with and .

Investment ratios

Values0 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