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.
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