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

Table 3

The investment proportion and risk for different in (29).

	B1	B2	B3	B4	B5	B6	Risk
[0.04, 0.06]	0.010	0.030	0.010	0.010	0	0.106	0.008	0.166
[0.04, 0.08]	0.010	0.030	0.010	0.010	0	0.181	0.013	0.241
[0.04, 0.10]	0.010	0.030	0.016	0.010	0.011	0.221	0.022	0.298
[0.04, 0.15]	0.010	0.030	0.042	0.010	0.031	0.350	0.060	0.473
[0.04, 0.20]	0.010	0.054	0.087	0.010	0.067	0.350	0.123	0.578
[0.04, 0.30]	0.010	0.118	0.170	0.010	0.133	0.350	0.334	0.791
[0.04, 0.40]	0.010	0.168	0.255	0.010	0.207	0.350	0.655	1
[0.05, 0.06]	0.010	0.030	0.010	0.010	0	0.143	0.010	0.203
[0.05, 0.08]	0.010	0.030	0.010	0.010	0	0.218	0.017	0.278
[0.05, 0.10]	0.010	0.030	0.010	0.010	0	0.293	0.026	0.353
[0.05, 0.15]	0.010	0.030	0.045	0.010	0.029	0.350	0.060	0.474
[0.05, 0.20]	0.010	0.054	0.087	0.010	0.067	0.350	0.123	0.578
[0.05, 0.30]	0.010	0.118	0.170	0.010	0.133	0.350	0.334	0.791
[0.05, 0.40]	0.010	0.168	0.255	0.010	0.207	0.350	0.655	1