Cross-Efficiency Evaluation under Probabilistic Hesitant Fuzzy Environment and Its Application to the Portfolio Selection Process

Table 13

Risk-minimized portfolio weight.

Enterprises		Enterprises		Enterprises		Enterprises
DMU1	0.2897	DMU1	0.2545	DMU1	0.2254	DMU1	0.1977
DMU2	0.1716	DMU2	0.1508	DMU2	0.1335	DMU2	0.1172
DMU5	0.1702	DMU5	0.1495	DMU5	0.1324	DMU5	0.1162
DMU10	0.1696	DMU10	0.1489	DMU10	0.1319	DMU10	0.1157
DMU8	0.1990	DMU8	0.1748	DMU8	0.1548	DMU8	0.1358
—	—	DMU4	0.1216	DMU4	0.1077	DMU4	0.0945
—	—	—	—	DMU3	0.1142	DMU3	0.1002
—	—	—	—	—	—	DMU7	0.1227