“…About this issue, see Section 3. References to mean valuestochastic goal programming are, among others, those of Weihua et al (2001), Tozer and Stokes (2002), Bordley and Kirkwood (2004), Sahoo and Biswal (2005) multi-objective programming (Steuer et al, 2005); (v) constructing equity mutual funds portfolios by goal programming (Pendaraki et al, 2004); (vi) meansemivariance efficient frontier (Ballestero, 2005b); (vii) hybrid models, neural networks and algorithms Ong et al, 2005;Lin et al, 2006); (viii) satisfaction functions are proposed to integrate the decision maker's preferences into GP models under uncertainty (Aouni et al, 2005); (ix) fuzzy techniques are useful when probability distributions are unknown (Ben Abdelaziz and Masri, 2005); and (x) portfolio selection based on Sharpe's beta is developed with and without fuzzy techniques in the studies by Bilbao et al (2006) and Ballestero et al (2009).…”