I would probaby use a hash of lists.
Note: Please take my code with a grain of salt... I do :)

#!/usr/bin/perl -w

use strict;

my %arr;
my @AoA = (
           [ "AAA", "BUY", "98", "0" ],
           [ "BBB", "SEL", "27", "1" ],
           [ "FFF", "BUY", "43", "4" ],
           [ "AAA", "SEL", "98", "0" ],
           [ "CCC", "SEL", "98", "0" ],
    );


#Walk through the array, 
for(my $i = 0; $i < scalar(@AoA); $i++) {
   # hashkey on items 0, 2 and 3.
   my $key = $AoA[$i][0] . $AoA[$i][2] . $AoA[$i][3];
   # store item 1 in a list
   if(defined($arr{$key})) {
      my $lines = $arr{$key};
      push(@$lines, $AoA[$i][1]);
      $arr{$key} = $lines;
   } else {
      my @lists = ($AoA[$i][1]);
      $arr{$key} = \@lists;
   }
}

#print out sames
my @keys = keys %arr;
foreach my $key (@keys) {
   my $options = $arr{$key};
   print join(' ', @$options) . " with this info: $key \n";
}
[download]

I'm sure there are some optimizations that can be made, so if anybody sees anything, I would love to hear feedback. Thanks
--
Ben