Uncertainty theory based multiple objective mean-entropy-skewness stock portfolio selection model with transaction costs

Journal of Uncertainty Analysis and Applications

Table 1 Stocks information

Stock	Return ( ${\overset{⌣}{r}}_{i}$ )	Short-term returns ( $R_{i}^{(12)}$ )	Long-term return ( $R_{i}^{(36)}$ )	Dividends (d _i ,%)
Reliance energy	(−0.008, 0.020, 0.042,0.067)	0.0324	0.031	63
L&T	(−0.003, 0.029, 0.057, 0.087)	0.0524	0.044	85
Bhel	(−0.002,0.021, 0.051, 0.083)	0.0510	0.037	125
Tata steel	(0.009, 0.023, 0.038, 0.052)	0.0307	0.032	155
SBI	(−0.010, 0.022, 0.045, 0.079)	0.0387	0.035	140