Portfolio selection for strategic asset management is a crucial activity in many organizations. This activity is a rather complex process that involves a variety decision making situations in a very volatile and unpredictable environment. Main objective of asset management is through trading with financial instruments to maximize profit of the organization. With the ongoing globalization process and rapid development of networked computer information system, the platform where financial market is conducted becomes a large scale system of interconnected entities. Therefore in decision making process, many factors should be considered, indicated as risks, which affect the financial asset dynamics, especially those which simultaneously exhibit phenomena of randomness, uncertainty and vagueness. The source of these factors is not required and connected only with the nature of the system, but seriously should be taken in consideration deliberate actions that can disrupt the behavior of the system even functioning of the whole organization. In focus in this paper are deliberate actions (threats) and how to diminish their influence. An approach is suggested, where the primary basis should be an adaptive model for the key part of the system that is prone to threats, in this case model for portfolio selection. As input i.e. adaptive variable, we propose to use the output of a fuzzy inference system. In modeling of fuzzy inference system, a possibility is given to involve in decision making process. The risks rising from the nature of the system and deliberate actions by both human nature and from attacks on computer networks in which the asset management system is conducted.