A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 2

The allocation proportions of model (33) with , , and (%).

0.0033	37.08982	51.43058	11.47960	0.000000	0.000000	0.000000	0.000000	0.000000
0.0093	0.000000	53.50372	37.74321	8.753070	0.000000	0.000000	0.000000	0.000000
0.0193	0.000000	47.97375	36.58445	0.000000	2.875511	12.56628	0.000000	0.000000
0.0438	0.000000	27.74888	26.18283	0.000000	25.06405	21.00424	0.000000	0.000000
0.0848	0.000000	0.000000	22.61346	0.000000	62.15479	35.32249	0.000000	0.000000
0.0925	0.000000	0.000000	0.000000	0.000000	11.84791	13.55289	74.59920	0.000000
0.0940	0.000000	0.000000	0.000000	0.000000	0.000000	3.144038	86.73522	10.12074
0.0965	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	2.145002	97.85500
0.0970	—	—	—	—	—	—	—	—