A Mean-Variance Portfolio Selection Model with Interval-Valued Possibility Measures

Table 2

The investment proportion and risk for different in (28).

	B1	B2	B3	B4	B5	B6	Risk
[0.04, 0.06]	0.010	0.030	0.010	0.010	0	0.229	0.018	0.289
[0.04, 0.08]	0.010	0.030	0.010	0.010	0	0.229	0.018	0.289
[0.04, 0.10]	0.010	0.030	0.010	0.010	0	0.255	0.021	0.315
[0.04, 0.15]	0.010	0.030	0.034	0.010	0.021	0.350	0.051	0.455
[0.04, 0.20]	0.010	0.030	0.087	0.010	0.062	0.350	0.106	0.549
[0.04, 0.30]	0.010	0.069	0.177	0.010	0.130	0.350	0.292	0.746
[0.04, 0.40]	0.010	0.113	0.266	0.010	0.196	0.350	0.578	0.945
[0.04, 0.454]	0.010	0.106	0.300	0.010	0.300	0.274	0.822	1
[0.05, 0.06]	0.010	0.030	0.075	0.010	0	0.350	0.060	0.475
[0.05, 0.08]	0.010	0.030	0.075	0.010	0	0.350	0.060	0.475
[0.05, 0.10]	0.010	0.030	0.075	0.010	0	0.350	0.060	0.475
[0.05, 0.15]	0.010	0.030	0.065	0.010	0.012	0.350	0.061	0.477
[0.05, 0.20]	0.010	0.030	0.097	0.010	0.069	0.350	0.120	0.566
[0.05, 0.30]	0.010	0.074	0.186	0.010	0.136	0.350	0.316	0.766
[0.05, 0.40]	0.010	0.118	0.275	0.010	0.203	0.350	0.612	0.966
[0.05, 0.454]	0.010	0.199	0.300	0.010	0.300	0.181	0.917	1