Call for Papers : Volume 15, Issue 05, May 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

×

Error message

  • Deprecated function: Function create_function() is deprecated in include() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/modules/views/theme/views-view.tpl.php).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 2 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/textfield.func.php).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 3 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/textfield.func.php).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/form-element-label.func.php).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/container.func.php).
  • Deprecated function: Function create_function() is deprecated in include() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/modules/views/theme/views-view.tpl.php).
  • Deprecated function: Function create_function() is deprecated in include() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/modules/views/theme/views-view.tpl.php).
  • Deprecated function: implode(): Passing glue string after array is deprecated. Swap the parameters in drupal_get_feeds() (line 394 of /home4/vibu/public_html/journalajst.com/includes/common.inc).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/link.vars.php).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/breadcrumb.vars.php).
  • Deprecated function: Function create_function() is deprecated in include_once() (line 1 of /home4/vibu/public_html/journalajst.com/sites/all/themes/bootstrap/templates/system/status-messages.func.php).

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: 
PDF icon 6568.pdf
Journal Area: 
None