Research Article
An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
Table 3
The efficient portfolios under different transaction costs (
,
).
| Security | | | | | | | | | TC |
| | 0.341 | 0.050 | 0.090 | 0.060 | 0.289 | 0.050 | 0.060 | 0.060 | 0.00188 | | 0.350 | 0.050 | 0.102 | 0.060 | 0.268 | 0.050 | 0.060 | 0.060 | 0.00234 | | 0.332 | 0.050 | 0.096 | 0.060 | 0.292 | 0.050 | 0.060 | 0.060 | 0.00298 | | 0.322 | 0.050 | 0.105 | 0.060 | 0.293 | 0.050 | 0.060 | 0.060 | 0.00394 |
|
|