Research Article
A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem
Table 7
The obtained optimal portfolio results by comparing three submodels when
,
, and
.
| | | 0.0033 | 0.0093 | 0.0193 | 0.0438 | 0.0848 | 0.0925 | 0.0940 | 0.0965 | 0.0970 |
| | Model (35) | | | | | | | | — | — | | Model (36) | | | | | | | | | — | | Model (37) | | | | | — | — | — | — | — |
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Notations: : optimal; : feasible but nonoptimal; —: unfeasible.
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