We present an intelligent decision support system that combines decision analysis and traditional investment evaluation and analysis. The system brings to the ordinary user expertise in both decision analysis and investment evaluation techniques, as well as domain knowledge about the market. The system supports the entire decision analysis cycle and provides facilities and tools for decision modeling, probability assessment, model evaluation, and sensitivity analysis. An example based on the Shanghai Stock Market is presented. We demonstrate how an investment decision model for the stock market is constructed by the system and how the optimal decision is obtained. Sensitivity and value of information analysis were also carried out by the system.