Research Article
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 |
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