Quarterly Publication

Document Type : Research Paper

Authors

1 Department of Mathematics, Ganesh Dutt College, Begusarai, India.

2 Department of Mathematics, Lalit Narayan Mithila University, Darbhanga, India.

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.

Keywords

Main Subjects

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