A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 4

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

0.0033	38.02403	61.84081	0.000000	0.135164	0.000000	0.000000	0.000000	0.000000
0.0093	3.779654	85.59803	0.000000	10.62232	0.000000	0.000000	0.000000	0.000000
0.0193	0.000000	84.02355	0.000000	0.000000	4.756157	11.22030	0.000000	0.000000
0.0438	0.000000	53.91651	0.000000	0.000000	28.45683	17.62665	0.000000	0.000000
0.0848	0.000000	3.533319	0.000000	0.000000	68.11919	28.34749	0.000000	0.000000
0.0925	0.000000	0.000000	0.000000	0.000000	23.96391	10.77935	65.25674	0.000000
0.0940	0.000000	0.000000	0.000000	0.000000	9.371306	5.083677	85.54502	0.000000
0.0965	0.000000	0.000000	0.000000	0.000000	0.000000	69.14263	0.000000	30.85737
0.0970	0.000000	0.000000	0.000000	0.000000	0.000000	37.53457	0.000000	62.46543