There　are　many　non-probabilistic　factors　that　affect　the　financial　markets　such　that　the　returns　of　risky　assets　may　be　regarded　as　fuzzy　numbers.　This　paper　discusses　the　portfolio　selection　problem　based　on　the　possibilistic　mean　and　variance　of　fuzzy　numbers,　which　can　better　described　an　uncertain　environment　with　vagueness　and　ambiguity　to　compare　with　conventional　probabilistic　mean-variance　methodology.　Markowitz＇s　mean-variance　model　is　simplified　a　linear　programming　when　returns　of　assets　are　symmetric　triangular　fuzzy　numbers,　so　the　possibilistic　efficient　portfolios　can　be　easily　obtained　by　some　related　algorithms.