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Table 2 Solution

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

 

Case 1

Case 2

Case 3

Case 4

w 1

1/3

0.6

0.2

0.2

w 2

1/3

0.2

0.6

0.2

w 3

1/3

0.2

0.2

0.6

Re(x)

0.03830

0.03878251

0.03787975

0.0389781

En(x)

0.0667776

0.06823548

0.06466012

0.06811745

Sk(x)

0.000000321

0.000002439285

0.0000002561417

0.000001260730

Dividend (%)

110.2186

113.1965

112.4341

110.2661

x 1

0

0

0

0

x 2

0.4922520

0.3969638

0.4552814

0.4865646

x 3

0.1805016

0.3313681

0.3565393

0

x 4

0

0

0.1881792

0.1981891

x 5

0.3272464

0.2716681

0

0.3152462