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Then, the fuzzy tri-objective mean-semivariance-entropy portfolio model is proposed based on credibility theory when the return rates are fuzzy numbers. We present a novel layer-by-layer tolerance evaluation method to solve the proposed model in this paper. Finally, a numerical example is given to illustrate the effectiveness of the model and method proposed in this paper. There are two improvements in our proposed method: one is that the evaluation function idea is considered in the process of laying objective functions; the other is that the preference degree and subjective wills are presented by tolerant amounts of objective function values.<\/jats:p>","DOI":"10.3233\/jifs-17962","type":"journal-article","created":{"date-parts":[[2018,8,10]],"date-time":"2018-08-10T10:48:05Z","timestamp":1533898085000},"page":"2391-2401","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":3,"title":["The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper"],"prefix":"10.1177","volume":"35","author":[{"given":"Xue","family":"Deng","sequence":"first","affiliation":[{"name":"School of Mathematics, South China University of Technology, Guangzhou, China"}]},{"given":"Jian","family":"Song","sequence":"additional","affiliation":[{"name":"School of Mathematics, South China University of Technology, Guangzhou, China"}]},{"given":"Junfeng","family":"Zhao","sequence":"additional","affiliation":[{"name":"Department of Mechanical Engineering, Guangdong College of Industry and Commerce, Guangzhou, China"}]},{"given":"Zhongfei","family":"Li","sequence":"additional","affiliation":[{"name":"Business School, Sun Yat-Sen University, Guangzhou, China"}]}],"member":"179","published-online":{"date-parts":[[2018,8,7]]},"reference":[{"key":"e_1_3_2_2_2","unstructured":"MarkowitzH. 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