Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking

•In this article, we present a three-phased framework to aid the multi-criteria decision analysis of portfolios in an online and interactive fashion.•This approach is based on the idea of enriching a classical mathematical technique (e.g. goal programming, ?-constraint, or compromise programming) by incorporating some concepts based on fuzzy relations taken from the European School of MCDA (Multi-Criteria Decision Analysis).•Experimental evidence on synthetic and real-world instances shows that our model computes quickly enough to be interactive and it is even capable of improving high quality solutions.•The contribution of this paper is in providing a guideline to build compromise programming models that follow the principles of ELECTRE III to prevent incomparability during the analysis. It aids the DM in identifying strictly preferred solutions.•In practical terms, the chief contribution of this approach is the level of confidence that the DM can feel in the final prescription.