Profitable portfolio using fermatean fuzzy numbers
Stock portfolio problems are one of the most relevant real-world problems. In this study, we discuss the portfolio's risk amount, rate of risk-return, and expected return rate under a Fermatean fuzzy environment. A linear programming problem is used to formulate a Fermatean fuzzy portfolio. The...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ayandegan Institute of Higher Education,
2024-03-01
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| Series: | Journal of Fuzzy Extension and Applications |
| Subjects: | |
| Online Access: | https://www.journal-fea.com/article_189962_b847dce0925c9a90902b1d5de2136d2c.pdf |
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| Summary: | Stock portfolio problems are one of the most relevant real-world problems. In this study, we discuss the portfolio's risk amount, rate of risk-return, and expected return rate under a Fermatean fuzzy environment. A linear programming problem is used to formulate a Fermatean fuzzy portfolio. The Fermatean fuzzy portfolio is converted to a deterministic form using the score function. Lingo software is used to solve these deterministic portfolio problems. The main feature of this model is that investors can select a risk coefficient to enhance predicted returns and customize their strategies according to their circumstances. An example is offered that illustrates the effectiveness and dependability of the proposed approach. |
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| ISSN: | 2783-1442 2717-3453 |