Wyznaczanie portfela wielokryterialnego w warunkach niepełnej informacji liniowej

The article presents an application of chosen multi-criteria decision making method - the AHP method, under conditions of linear par tial information, in portfolio selection. Selecting a portfolio is a problem of choosing these quoted companies that give good profit. The problem of building a portfolio can be treated as a multi-criteria problem where some diagnostic features that characterize financial and economic condition of companies can be used as criteria. In the paper, the multi-criteria decision making method AHP was used under conditions of linear partial information (the criteria weights are not known precisely, only some linear cons traints on them are known). The approach enables to create a ranking of considered objec ts and may help to select the best listed companies to the portfolio.