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

Author

Listed:
  • Anusha Vulimiri
  • Sireesha Veeramachaneni

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.

Suggested Citation

  • Anusha Vulimiri & Sireesha Veeramachaneni, 2022. "Estimating weight of stocks using ambiguity index and its application to type-2 intuitionistic fuzzy portfolio selection," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 22(1), pages 26-40.
    • Handle: RePEc:ids:ijmore:v:22:y:2022:i:1:p:26-40
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