Research Article
Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs
Table 6
The optimal decisions
with various values of
.
| Case | | | | | |
| (1) | 0 | 0 | 0 | 0 | 0 | (2) | 0.1479 | 0.7394 | 1.4788 | 7.3941 | 73.9412 | (3) | 0.1418 | 0.7091 | 1.4182 | 7.0911 | 70.9111 | (4) | 0 | 0 | 0 | 0 | 0 | (5) | 0 | 0 | 0 | 0 | 0 | (6) | 0 | 0 | 0 | 0 | 0 | (7) | 0 | 0 | 0 | 0 | 0 | (8) | 0 | 0 | 0 | 0 | 0 | (9) | 0 | 0 | 0 | 0 | 0 | (10) | 0.1600 | 0.8001 | 1.6002 | 8.0008 | 80.0080 |
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