Estimating weight of stocks using ambiguity index and its application to type-2 intuitionistic fuzzy portfolio selection

Anusha Vulimiri and Sireesha Veeramachaneni

International Journal of Mathematics in Operational Research, 2022, vol. 22, issue 1, 26-40

Abstract: In this paper a method to find the weight of stock in the portfolio is developed when the stock preferences are given in type-2 intuitionistic fuzzy numbers. Taking into the fact that ambiguity can significantly bring the outcome of weight; in this paper we compute ambiguity in the valuation of each stock and then used in weight determination process. The proposed technique allows the decision maker to assign the weights for stocks, which leads to select reliable portfolio for investment. The advantages are discussed by citing appropriate numerical examples.

Keywords: portfolio selection; stock weights; ambiguity index; type-2 intuitionistic fuzzy set; T2IFS; Jaccard distance measure. (search for similar items in EconPapers)
Date: 2022
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