Multiple criteria decision making is a mathematical tool for dealing with complex problems like best or optimal selection from various choices. Fuzzy set theory provides a soft computing framework for precise and rigorous study of vague conceptual environment. In this paper, a new hybrid multi-criteria decision-making method consists of group fuzzy COPRAS, and fuzzy BCM is proposed. The aim of the proposed method is to enhance the practical approach of soft computing in selection of stocks for portfolio construction and better return. This method has been executed in two phases. First, using a novel base-criterion method with triangular fuzzy number, the relative optimal weights of specified criteria are extracted from group decision-making process. Then, an approach based on the combination of fuzzy set theory and the complex proportional assessment (COPRAS) is applied to rank the alternatives in uncertain and ambiguous environment. A practical implementation of proposed method in stock selection is another realistic approach of our study. Portfolio is constructed by using the ranking obtained by proposed model. The weight allocation of the stocks is calculated using the ranked assets algorithm. Execution of the proposed model is found to be dominant when compared with the previous studies. The result ensures that the portfolio is capable of giving better returns based on the proposed ranking.

多准则决策是用于处理复杂问题（例如，从各种选择中最佳或最佳选择）的数学工具。模糊集理论为模糊概念环境的精确和严格研究提供了一个软计算框架。本文提出了一种新的混合多准则决策方法，该算法包括组模糊COPRAS和模糊BCM。所提出的方法的目的是增强软计算在选择股票以进行投资组合构建和获得更好回报方面的实用方法。此方法已分两个阶段执行。首先，使用具有三角模糊数的新颖的基本准则方法，从群体决策过程中提取指定准则的相对最优权重。然后，一种基于模糊集理论和复杂比例评估（COPRAS）相结合的方法，用于在不确定和模棱两可的环境中对备选方案进行排序。在选股中提出的方法的实际实施是我们研究的另一种现实方法。投资组合是通过使用拟议模型获得的排名构建的。使用加权资产算法计算股票的权重分配。与以前的研究相比，建议的模型的执行是主要的。结果确保了根据建议的排名，投资组合能够提供更好的回报。投资组合是通过使用拟议模型获得的排名构建的。使用加权资产算法计算股票的权重分配。与以前的研究相比，建议的模型的执行是主要的。结果确保了根据建议的排名，投资组合能够提供更好的回报。投资组合是通过使用拟议模型获得的排名构建的。使用加权资产算法计算股票的权重分配。与以前的研究相比，发现该模型的执行是主要的。结果确保了根据建议的排名，投资组合能够提供更好的回报。