Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion

Table 5

The optimal solutions of random model under various values of parameters.

Parameters		Investment ratios					Objective values
							EV
		0.78	0.006	0	0	0.09906		0.03658	0	0.03408
				0.46099	0	0		0	0
				0	0	0.06700		0.06212	0
0.27424	0			0	0	0
0.8	0.006	0	0	0.11689	0.04596	0	0.03398
		0.41539	0	0	0.01806	0
		0	0	0.08538	0.07634	0
		0.24198	0	0	0	0
0.82	0.006	0	0	0.12286	0.04955	0	0.03386
		0.37902	0	0	0.04157	0
		0	0	0.08867	0.08131	0
		0.21614	0.01161	0	0.00927	0
0.78	0.008	0	0	0.11519	0.04488	0	0.03399
		0.42154	0	0	0.01284	0
		0	0	0.08459	0.07455	0
		0.24641	0	0	0	0
0.78	0.009	0	0	0.12044	0.04822	0	0.03394
		0.40256	0	0	0.02893	0
		0	0	0.08701	0.08010	0
		0.23274	0	0	0	0