In the fuzzy set theory, to describe the possibility of a fuzzy event occurring, Zedeh put forward the theory of possibility (Zadeh,1965), which is considered as a critical moment during which the fuzzy set theory experienced the development. Along with the development of the fuzzy set theory, a variety of phenomena of fuzzy uncertainties in the financial market is increasingly attracting the attention of a great number of scholars. Therefore, considerable studies conducted by these scholars employ the fuzzy set theory to address these phenomena of uncertainties that exist in the financial market. It is found that the fuzzy set theory is a powerful analytic tool in studying these phenomena of uncertainties in the stock. Today, the fuzzy portfolio has become a common research focus.