Call for Papers : Volume 15, Issue 11, November 2024, Open Access; Impact Factor; Peer Reviewed Journal; Fast Publication

Natural   Natural   Natural   Natural   Natural  

On Solving Stock Portfolio Problem Through Interval-Valued Fuzzy Linear Programming

In this paper, a stock portfolio problem is studied under uncertainty. The problem is considered by incorporating interval- valued fuzzy numbers. A solution method transform the problem into triple- objective problem is proposed. Then the weighting method is used to obtain the optimal fuzzy solution. The advantages of the method are: The investors able to reach the maximum of expected returns, and hence determine their own strategy portfolio selection. Finally, a numerical example is taken to the utility of the proposed method.

Author: 
Khalifa, H. A. and Al- Shabi, M
Download PDF: 
Journal Area: 
None