Sustainable Fuzzy Portfolio Selection Concerning Multi-Objective Risk Attitudes in Group Decision

Fuzzy portfolio selection has resulted in many researchers to focus on this field. Based the risk attitudes, study discusses attitudes a decision group for selection. Therefore, we adopt describe experts’ preferences and subjective judgments, then suppose that seeker considers higher return an excess investment based selected guaranteed rate of return; averter shortage securities whose rates are smaller than finally, neutral pursues regular rate. In order solve multi-objective functions under corresponding risks, SMART-ROC weighting method is used hybridize programming model linear solving Finally, illustrate numerical example two scenarios show optimal different risks. The results proposed can obtain more robust compared models priorities group.