A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 3

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

0.0033	38.99274	60.41775	0.000000	0.589515	0.000000	0.000000	0.000000	0.000000
0.0093	5.941417	61.16051	22.99126	9.906809	0.000000	0.000000	0.000000	0.000000
0.0193	0.000000	50.47323	34.22256	0.000000	3.955556	11.34866	0.000000	0.000000
0.0438	0.000000	53.58670	0.000000	0.000000	26.61964	19.79366	0.000000	0.000000
0.0848	0.000000	2.979972	0.000000	0.000000	65.03688	31.98315	0.000000	0.000000
0.0925	0.000000	0.000000	0.000000	0.000000	17.58623	12.23930	70.17447	0.000000
0.0940	0.000000	0.000000	0.000000	0.000000	3.478543	6.432623	90.08883	0.000000
0.0965	0.000000	0.000000	0.000000	0.000000	0.000000	28.36709	7.005321	64.62759
0.0970	0.000000	0.000000	0.000000	0.000000	0.000000	5.780347	0.000000	94.21965