Derived from the classical investment decision model, the multi objective investment decision problem can be formulated as a multi objective 0 1 integer programming model which is hard to solve in general. This paper applies an evolutionary genetic algorithm to the resolution of this difficult optimization problem. The algorithm coded in Pascal is tested on both the single objective and multi objective problems. Series of examples are solved successfully on PC compatibles. The results of single objective situations are compared with that of exact and approximate solutions. Numerical examples have shown that the algorithm can be used to solve medium or large practical problemsquite reasonably.