A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 6

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	0.960099	89.74003	0.000000	9.299870	0.000000	0.000000	0.000000	0.000000
0.0193	0.000000	46.90265	0.000000	53.09735	0.000000	0.000000	0.000000	0.000000
0.0438	0.000000	0.000000	0.000000	77.39837	22.60163	0.000000	0.000000	0.000000
0.0848	0.000000	0.000000	0.000000	0.000000	48.43750	51.56250	0.000000	0.000000
0.0925	0.000000	0.000000	0.000000	0.000000	39.11838	7.310251	53.57137	0.000000
0.0940	0.000000	0.000000	0.000000	0.000000	23.37353	1.878349	74.74812	0.000000
0.0965	0.000000	0.000000	0.000000	0.153667	0.000000	99.84633	0.000000	0.000000
0.0970	0.000000	0.000000	0.000000	0.000000	0.000000	79.55936	0.000000	20.44064