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Top1. Introduction
For an investment company, the risk investment is a kind of investment form with high risk, low liquidity and high profitability, and it combines with investment and financing. This high risk requires the investment company to select the optimal enterprise to avoid risk and to improve revenues. So the investment company must evaluate and select the investment enterprises by considering multiple attributes such as sales capacity, management capacity, throughput, technology capacity, fund capacity, and so on.
However, when evaluating the performance of investment enterprises under multiple attributes, the investment company will face dual uncertain information because of the complication and uncertain of the decision making systems. The first kind of uncertain information is fuzzy information. This uncertain information belongs to a subjective uncertainty, and is caused by the complexity of the decision-making system and decision-making environment, and the ambiguity of the human mind (Xu, 2002; Xu, 2004, 2006a, 2006b; Rao & Peng, 2009; Li, 2014). In the fuzzy information environment, the attribute values are usually given in the forms of linguistic fuzzy numbers, such as “worst, worse, bad, common, good, better, best” or “lowest, lower, low, common, high, higher, highest ” by the decision makers (Li, 2014; Yu & Li, 2014; Wang & Ren, 2005; Sun, 2007). The second kind of uncertain information is grey information. This uncertain information belongs to an objective uncertainty, and is caused by the differences in knowledge frame, experience level, status and individual preference for the decision makers, and there exist incomplete and inadequate information in the decision making problems, so the attribute values given by decision makers have a certain grey degree (Grey degree is the measurement to measure the insufficiency or unlikelihood of information (Deng, 1989; Deng, 2002; Xiao et al., 2005; Rao & Xiao, 2006; Rao et al., 2009). In addition, the weights of decision makers also have a certain grey degree. In the practical optimal investment enterprise selection decision, the fuzzy information and the grey information usually coexist. This kind of multi-attribute group decision making with fuzzy information and grey information is called a fuzzy grey group decision making.