Research Article
Stochastic Portfolio Selection Problem with Reliability Criteria
Table 3
Sample data for returns of different securities.
| | Sample | | | | | | | | | | | |
| | 0.1 | 5.3 | 8.4 | 7.3 | 6.8 | 5.6 | 3.5 | 2.6 | 4.9 | 4.3 | 3.5 | | 0.1 | 4.4 | 6.5 | 5.6 | 7.6 | 5.2 | 7.6 | 8.5 | 5.6 | 5.3 | 4.8 | | 0.1 | 7.8 | 6.8 | 8.2 | 9.4 | 3.5 | 3.2 | 3.7 | 8.2 | 3.6 | 3.5 | | 0.1 | 5.8 | 7.4 | 7.4 | 6.4 | 5.6 | 8.5 | 2.6 | 7.9 | 4.6 | 4.5 | | 0.1 | 4.3 | 7.8 | 9.4 | 5.7 | 8.2 | 7.6 | 3.5 | 3.6 | 5.7 | 6.8 | | 0.1 | 5.6 | 3.5 | 2.6 | 7.9 | 9.3 | 3.6 | 4.2 | 6.4 | 8.8 | 8.6 | | 0.1 | 8.2 | 7.6 | 3.5 | 8.6 | 8.8 | 3.5 | 6.4 | 7.6 | 8.9 | 7.5 | | 0.1 | 3.5 | 9.2 | 4.7 | 8.2 | 8.4 | 4.8 | 7.5 | 8.9 | 8.2 | 8.3 | | 0.1 | 6.5 | 5.5 | 5.4 | 7.6 | 8.6 |
4.6 | 7.8 | 9.4 | 7.8 | 6.4 | | 0.1 | 5.8 | 4.7 | 3.9 | 6.5 | 8.7 | 8.2 | 8.3 | 6.4 | 7.9 | 4.8 |
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