A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 5

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

0.0033	37.73585	62.26415	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000
0.0093	2.467786	87.52520	0.000000	10.00701	0.000000	0.000000	0.000000	0.000000
0.0193	0.000000	54.51039	0.000000	42.69392	2.795687	0.000000	0.000000	0.000000
0.0438	0.000000	3.033993	0.000000	73.24945	23.71656	0.000000	0.000000	0.000000
0.0848	0.000000	0.000000	0.000000	6.626968	73.65104	19.72199	0.000000	0.000000
0.0925	0.000000	0.000000	0.000000	0.000000	31.09411	9.147131	59.75876	0.000000
0.0940	0.000000	0.000000	0.000000	0.000000	15.95938	3.575565	80.46506	0.000000
0.0965	0.000000	0.000000	0.000000	0.000000	0.000000	88.80842	0.000000	11.19158
0.0970	0.000000	0.000000	0.000000	0.000000	0.000000	61.21745	0.000000	38.78255