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Models, methods and information technologies of creation optimal portfolio independent investment projects

Journal: Bulletin of Prydniprovs'ka State Academy of Civil Engineering and Architecture (Vol.2013, No. 5)

Publication Date:

Authors : ; ;

Page : 7-13

Keywords : project; portfolio of projects; investments; mathematical model; methods of optimization; criteria; portfolio of projects construction; profit; risk.;

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Abstract

On the basis of the stochastic programming the method of portfolio of investment projects construction is developed in the conditions of risk, which allows to choose projects, providing a maximum of net profit at the set level of risk or a minimum of risk at the set level of net profit. A method is realized in the module of ?Investment? of the system of support of making decision.

Last modified: 2017-02-20 18:16:51