The paper presents a method for managing risks associated with investment portfolios in situations of hybrid uncertainty. The weakest t-norm is used to aggregate possibilistic information. This necessitated the development and generalization of the calculus of fuzzy random variables, particularly the first and second moments of their weighted sum, which represents the return on an investment portfolio. Formulas for calculating the expected return and risk of a portfolio for a class of uniformly distributed factors are specified. Along with the results previously produced for the strongest t-norm, this allows for more flexible management of uncertainty in forming an investment portfolio.
Soldatenko et al. (2025) studied this question.