This article deals with a still current decision making problem — where to invest and how much. A few “tools” can help to answer this question, namely fundamental, technical or psychological analysis. “Soft” aspects as a human intuition or mood on the capital market can also play a nonnegligible role. These approaches and techniques (mainly individually) provide a partial information on investment reality. In practice, an investment decision, or portfolio, is mostly made just based on such a limited information. Moreover, the assets’ shares in the portfolio must be implicitly added up. This “crumbled” approach may not be an expected support to make a satisfactory investment decision. Therefore, a complex decision making procedure is practically designed. It is based on the fuzzy multiple objective programming method whose unique algorithm, working with triangular fuzzy numbers, is proposed in this article. Although these methods of decision making theory are not widely used on the capital market, they can be very convenient. The developed approach enables multiple objectives to be simultaneously accepted, as well as vague information about the assets or vague investor preferences. Moreover, a valuable output of this multi-factor procedure is an explicit quantification of the assets’ share in the portfolio. The ability to include all these aspects, which plays a significant role in a decision making on the capital market, proves a strong application power (and advantage over the mentioned concepts) to make an investment portfolio satisfactorily. This strength is demonstrated on the Czech capital market with open unit trusts offered by Česká spořitelna. Based on the specified investment strategy, the satisfactory investment portfolio consisting of four open unit trusts is effectively made.

本文讨论了仍然存在的决策问题-在哪里投资以及投资多少。一些“工具”可以帮助回答这个问题，即基础，技术或心理分析。作为人类直觉或资本市场情绪的“软”方面也可以发挥不可忽视的作用。这些方法和技术（主要是单独提供）提供了有关投资现实的部分信息。在实践中，投资决策或投资组合大多仅基于这种有限的信息来做出。此外，必须隐式地将资产在投资组合中的份额相加。这种“崩溃”的方法可能不会成为做出令人满意的投资决策的预期支持。因此，实际上设计了复杂的决策程序。它基于模糊多目标规划方法，其独特的算法，本文提出了使用三角模糊数的方法。尽管这些决策理论方法并未在资本市场上广泛使用，但它们可能非常方便。所开发的方法可以同时接受多个目标，以及有关资产的模糊信息或模糊的投资者偏好。此外，这种多因素程序的有价值的输出是资产在投资组合中的份额的明确量化。包括所有这些方面的能力在资本市场的决策中起着重要作用，证明了强大的应用能力（以及相对于上述概念的优势），可以令人满意地构成投资组合。捷克资本市场通过Českáspořitelna提供的开放式单位信托来证明这种实力。