A Portfolio Selection Model Based on the Interval Number

Table 1

The expected return of the five securities.

Code
S1	[−0.557, 0.341]
S2	[−0.170, 0.306]
S3	[−0.381, 0.953]
S4	[−0.316, 0.258]
S5	[−0.503, 0.156]