Characterizing Solution for Stock Portfolio Problem via Pythagorean Fuzzy Approach

In this paper, a stock portfolio problem is formulated as a linear programming problem. The problem is considered by incorporating pythagorean fuzzy numbers in all of rate of risked return, expected return rate, portfolio risk amount, and interest rate of the bank. After converting the problem into the corresponding crisp based on the score function, a solution procedure is suggested to give the decision of the portfolio investment combined with investors in savings and securities. The advantages of this study are the investor is freely to choose the risk coefficients enable him/ her to maximize the expected returns; also, the investor may determine his/ her strategies under consideration of his/ her own conditions. GAMS software used for obtaining the optimal return rate. An example is introduce to clarify the practically and the efficiency of the technique.