Table 12.

The result of “full’ optimization for Example 10.

D	i	${\mathit{ar}}_{\mathit{Fi}}[\%]$	Portfolios
			${\mathit{U}}_{\mathbf{7}}$	${\mathit{U}}_{\mathbf{8}}$
			${\mathit{as}}_{\mathit{i}}$	${\mathit{as}}_{\mathit{i}}$
$D_1$	11	$[2,3,4,7]$	0.02	0.06
	12	$[2,5,6,7]$	0.04	0.08
	13	$[3,4,4.6,5]$	0.01	0.05
	14	$[1,4.6,6.2,6.6]$	0.05	0.34
	15	$[0,3,6,9]$	0.85	0.40
	16	$[4,4.8,5.2,6]$	0.03	0.07
	$D_1\left(\overrightarrow{as}\right)$		0.949	0.880
	$PARisk$		0.055	0.204
	$OOPR$		0.948	0.870
	$w_{PARisk}$		0.01	0.08
	$w_{OOPR}$		0.99	0.92
	$OPR$		[0.32, 3.224, 5.932, 8.63]	[1.05, 3.88, 5.822, 7.494]
$D_2$, $D_3$	11	$[2,3,4,7]$	0.02	0.06
	12	$[2,5,6,7]$	0.04	0.08
	13	$[3,4,4.6,5]$	0.01	0.05
	14	$[1,4.6,6.2,6.6]$	0.05	0.34
	15	$[0,3,6,9]$	0.85	0.40
	16	$[4,4.8,5.2,6]$	0.03	0.07
	$D_2\left(\overrightarrow{as}\right)$, $D_3\left(\overrightarrow{as}\right)$		0.948	0.870
	$PARisk$		0.055	0.204
	$OOPR$		0.948	0.870
	$w_{PARisk}$		0.0	0.0
	$w_{OOPR}$		1.0	1.0
	$OPR$		[0.32, 3.224, 5.932, 8.63]	[1.05, 3.88, 5.822, 7.494]
$a{s}_{min}$			0.01	0.05
$a{s}_{max}$			0.94	0.40

where D—aggregation method, $\overrightarrow{as}=\{a{s}_{11},a{s}_{12},a{s}_{13},a{s}_{14},a{s}_{15},a{s}_{16}\}$.