This paper present a class of investment problem, in which many items could be chosen in a group decision environment. Usually there is a decision table from the board of directors after discussions. Most of the data come from their experience or estimation. The information is redundant and inaccurate. Swarm-based rough set approach is introduced to make an attempt to solve the problem. Rough set theory provides a mathematical tool that can be used for both feature selection and information reduction. The swarmbased reduction approaches are attractive to find multiple reducts in the decision systems, which could be applied to generate multiple investment planning and to improve the decision. Empirical results illustrate that the approach can be applied for the class of investment problems effectively.