A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Table 9

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

0.0033	37.73585	62.26415	0.000000	0.000000	0.000000	0.000000	0.000000
0.0093	2.077768	88.09815	9.824086	0.000000	0.000000	0.000000	0.000000
0.0193	0.000000	46.90265	53.09735	0.000000	0.000000	0.000000	0.000000
0.0438	0.000000	0.000000	77.39837	22.60163	0.000000	0.000000	0.000000
0.0848	0.000000	0.000000	6.882793	74.62438	18.49283	0.000000	0.000000
0.0925	0.000000	0.000000	0.000000	33.18711	8.668010	58.14488	0.000000
0.0940	0.000000	0.000000	0.000000	17.89324	3.132873	78.97389	0.000000
0.0965	0.000000	0.000000	0.000000	0.000000	93.33333	0.000000	6.666667
0.0970	0.000000	0.000000	0.000000	0.000000	66.66667	0.000000	33.33333