Table 9.

The results of portfolio optimization (Example 9).

D	i	${\mathit{ar}}_{\mathit{Fi}}[\%]$	Portfolios
			${\mathit{P}}_{\mathbf{1}}$	${\mathit{P}}_{\mathbf{2}}$	${\mathit{P}}_{\mathbf{3}}$	${\mathit{P}}_{\mathbf{4}}$	${\mathit{P}}_{\mathbf{5}}$	${\mathit{P}}_{\mathbf{6}}$
			${\mathit{as}}_{\mathit{i}}$	${\mathit{as}}_{\mathit{i}}$	${\mathit{as}}_{\mathit{i}}$	${\mathit{as}}_{\mathit{i}}$	${\mathit{as}}_{\mathit{i}}$	${\mathit{as}}_{\mathit{i}}$
$D_1$	7	$[5,6,6.2,7]$	0.94	0.40	0.94	0.40	0.89	0.40
	8	$[3,3.2,3.4,10]$	0.03	0.39	0.03	0.39	0.08	0.39
	9	$[1,1.4,1.6,2]$	0.01	0.05	0.01	0.05	0.01	0.05
	10	$[0,3.6,3.8,4]$	0.02	0.16	0.02	0.16	0.02	0.16
	$D_1(\overrightarrow{as})$		0.79	0.63	0.66	0.44	0.86	0.76
$D_2$	7	$[5,6,6.2,7]$	0.94	0.40	0.94	0.40	0.94	0.40
	8	$[3,3.2,3.4,10]$	0.03	0.39	0.03	0.39	0.03	0.39
	9	$[1,1.4,1.6,2]$	0.01	0.05	0.01	0.05	0.01	0.05
	10	$[0,3.6,3.8,4]$	0.02	0.16	0.02	0.16	0.02	0.16
	$D_2(\overrightarrow{as})$		0.71	0.55	0.64	0.43	0.75	0.63
$D_3$	7	$[5,6,6.2,7]$	0.94	0.40	0.94	0.40	0.94	0.40
	8	$[3,3.2,3.4,10]$	0.03	0.39	0.03	0.39	0.03	0.39
	9	$[1,1.4,1.6,2]$	0.01	0.05	0.01	0.05	0.01	0.05
	10	$[0,3.6,3.8,4]$	0.02	0.16	0.02	0.16	0.02	0.16
	$D_3(\overrightarrow{as})$		0.71	0.58	0.65	0.44	0.75	0.66
$a{s}_{min}$			0.01	0.05	0.01	0.05	0.01	0.05
$a{s}_{max}$			0.94	0.40	0.94	0.40	0.94	0.40
$w_{PARisk}$			0.5		0.9		0.3
$w_{OOPR}$			0.5		0.1		0.7

where D—aggregation method, $\overrightarrow{as}=\left\{a{s}_7,a{s}_8,a{s}_9,a{s}_{10}\right\}$.