Model of efficient portfolio of investment projects on founding of theory of harmonization

Authors

DOI:

https://doi.org/10.15587/1729-4061.2014.24623

Keywords:

portfolio of projects, model of utility, theory of harmonization, local parametric utility

Abstract


To get the maximum benefit from implementing the portfolio of investment projects, the problem of preparation quality of the portfolio, its balance and organization is very important. Analysis of literary sources has shown that the existing qualitative methods are not adapted to the technical and organizational systems. In order to manage the project portfolios within the particular organization, it is proposed to formalize the multi-parametric model of harmonization of maximum utility of project portfolio as a complex system of the organization.

The organizational system typically comprises many quantitative and qualitative attributes, which are regarded as a qualitative assessment of the system, namely, the utility of the system. To maximize the system utility, it is proposed to apply the theory of harmonization, which, in fact, presents the optimization process. The utility of the system can include both an analytical model, and a harmonization model, based on simulation. Building the harmonization model is performed in two stages: determining the algorithm to investigate all possible combinations of independent values, searching the extremum to define the optimal combination of values to achieve maximum utility of the system. To fulfill the harmonization terms, basic budget, time and probability constraints should be implemented. Using the theory of harmonization allows to maximize the system utility and the most efficiently build a balanced portfolio of investment projects as the organizational system of the enterprise.

Author Biography

Наталия Валентиновна Гайдукова, JSC «Zaporizhstal»

Management of capital building and investmans

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Published

2014-06-11

How to Cite

Гайдукова, Н. В. (2014). Model of efficient portfolio of investment projects on founding of theory of harmonization. Eastern-European Journal of Enterprise Technologies, 3(1(69), 4–8. https://doi.org/10.15587/1729-4061.2014.24623

Issue

Vol. 3 No. 1(69) (2014): Mechanical engineering technology

Section

Mechanical engineering technology

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Copyright (c) 2014 Наталия Валентиновна Гайдукова

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