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Considering the uncertainty of stock data, this paper studies interval-valued fuzzy portfolio decision model with ESG and some realistic constraints. First, a screening process is employed to identify investable stocks based on their ESG ratings. Then, a multi-period portfolio decision model with short-selling constraint is established by maximizing terminal wealth and minimizing terminal risk. By using the weighted programming method the proposed portfolio model is transformed into a single-objective model to solve the optimal decision strategy. Finally, a numerical example of stock data from the Shenzhen Stock Exchange is given to illustrate the efficiency of the presented portfolio decision model.