A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 1

The parametric interval-valued trapezoidal fuzzy returns of twenty assets.

Asset	Parametric interval-valued fuzzy return
1	[0.9946, 0.9967, 1.0012, 1.0061; ]
2	[0.9911, 1.0002, 1.0019, 1.0052; ]
3	[0.9966, 1.0073, 1.0081, 1.0109; ]
4	[0.9983, 1.0090, 1.0122, 1.0135; ]
5	[1.0059, 1.0122, 1.0262, 1.0279; ]
6	[1.0099, 1.0159, 1.0248, 1.0429; ]
7	[1.0209, 1.0225, 1.0416, 1.0553; ]
8	[1.0291, 1.0299, 1.0468, 1.0678; ]
9	[1.0201, 1.0504, 1.0651, 1.0709; ]
10	[1.0305, 1.0399, 1.0469, 1.1093; ]
11	[1.0304, 1.0468, 1.0712, 1.0908; ]
12	[1.0365, 1.0529, 1.0698, 1.1096; ]
13	[1.0214, 1.0699, 1.0778, 1.1004; ]
14	[1.0391, 1.0699, 1.0969, 1.1096; ]
15	[1.0422, 1.0766, 1.0977, 1.1178; ]
16	[1.0373, 1.0914, 1.0972, 1.1171; ]
17	[1.0604, 1.0786, 1.1183, 1.1282; ]
18	[1.0460, 1.0952, 1.1098, 1.1361; ]
19	[1.0415, 1.0885, 1.1155, 1.1475; ]
20	[1.0326, 1.0896, 1.1330, 1.1392; ]