Research Article
A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem
Table 8
The values of
and
of twenty fuzzy returns.
| | Asset | Fuzzy return | | |
| | 1 | | 0.999650 | | | 2 | | 0.999600 | | | 3 | | 1.005725 | | | 4 | | 1.008250 | | | 5 | | 1.018050 | | | 6 | | 1.023375 | | | 7 | | 1.035075 | | | 8 | | 1.043400 | | | 9 | | 1.051625 | | | 10 | | 1.056650 | | | 11 | | 1.059800 | | | 12 | | 1.067200 | | | 13 | | 1.067375 | | | 14 | | 1.078875 | | | 15 | | 1.083575 | | | 16 | | 1.085750 | | | 17 | | 1.096375 | | | 18 | | 1.096775 | | | 19 | | 1.098250 | | | 20 | | 1.098600 | |
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