جستجوی مقالات مرتبط با کلیدواژه « Portfolio problems » در نشریات گروه « ریاضی »

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.