Abstarct: Since financial markets are complex. Sometimes shows are presented yielding securities in the future baxsed on the judgment of experts. This paper examines the issue of setting a property portfolio with risky deals. Experts estimate that shifted as securities in which efficiency. Here, we offer customizable models mean deviation Semi- absolute uncertain to the problem of optimizing the tradeoff between risk and return on the investment portfolio. Different distributions of securities uncertain returns baxsed on evaluation, to convert to equivalent deterministic models are used.