Abstarct: In this thesis, we present some multi-objective evolutionary algorithms for selecting a fuzzy portfolio. At first we consider a new portfolio selection model called the meadian -DownsideRisk- Skewness model. In this model,the multi-dimensional property of portfolio selection and the requirements of the investor are simultaneously examined. In this model,the expected return, downside risk and the skewnessof a portfolio are optimized by considering budget constraint, boundaries and cardinality. The main goal is to solve the MDRS portfolio selection model as a three-objective optimizition problem. For this purpose, three new mutation , intersection and correction operators are proposed for optimization of evolutionary multi-objective.In this problem ,the expected return and skewness are maximized and downside risk is minimized.