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Profitable Portfolio Using Fermatean Fuzzy Numbers.
- Source :
- Journal of Fuzzy Extension & Applications (JFEA); Mar2024, Vol. 5 Issue 1, p60-68, 9p
- Publication Year :
- 2024
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
- Subjects :
- STOCKS (Finance)
RATE of return
LINEAR programming
INVESTORS
INVESTMENTS
Subjects
Details
- Language :
- English
- ISSN :
- 27831442
- Volume :
- 5
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Fuzzy Extension & Applications (JFEA)
- Publication Type :
- Academic Journal
- Accession number :
- 176894491
- Full Text :
- https://doi.org/10.22105/jfea.2024.428028.1338