This paper addresses the challenge of integrating the preferences of heterogeneous investors, including both conventional and socially responsible (SR) investors, into the evaluation process of assets. The authors propose a methodological approach based on fuzzy multicriteria decision-making (MCDM) to integrate ESG (environmental, social, and governance) criteria. The method is tested using clothing-sector data, which provides a valuable example of significant environmental and social impacts along the supply chain. The proposed approach combines two steps: first, assessing ESG performance at the production and management levels; second, integrating investors' preferences to design a unique investment decision solution. The results confirm the usefulness of the methodological approach for generating a 'commercial solution' that integrates various investors' preferences while maintaining consistency with individually defined preferences. The methodological approach can contribute to sustainable investment by providing a more accurate input for portfolio analysis and helping organizations manage resources and engage with stakeholders effectively.This paper addresses the challenge of integrating the preferences of heterogeneous investors, including both conventional and socially responsible (SR) investors, into the evaluation process of assets. The authors propose a methodological approach based on fuzzy multicriteria decision-making (MCDM) to integrate ESG (environmental, social, and governance) criteria. The method is tested using clothing-sector data, which provides a valuable example of significant environmental and social impacts along the supply chain. The proposed approach combines two steps: first, assessing ESG performance at the production and management levels; second, integrating investors' preferences to design a unique investment decision solution. The results confirm the usefulness of the methodological approach for generating a 'commercial solution' that integrates various investors' preferences while maintaining consistency with individually defined preferences. The methodological approach can contribute to sustainable investment by providing a more accurate input for portfolio analysis and helping organizations manage resources and engage with stakeholders effectively.