This document discusses modeling investments for achieving different goals of an investment portfolio. It describes dividing investments into real and financial investments. Real investments are qualitative while financial investments are quantitative. The document also discusses modeling investments using a 7-level enterprise structure and different priorities over the life cycle stages of strategic development. Finally, it presents mathematical models for optimizing real investments and financial investments portfolios to minimize risk, fix risk levels, and fix profit levels.

1. DEGREE RESEARCH

2. Usual investments portfolio aims
Capital Portfolio DIVIDING INVESTMENT IN 2
investment forming aims PARTS:
•R E A L &
•F I N A N C I A L I N V E S T M E N T
Real Profit gaining
Capital
Financial REAL ARE MOSTLY DESCRIBED
preservation
BY QUALITATIVE ADJECTIVES
Enterprise FINANCIAL – BY
Intellectual
development
QUANTITATIVE

3. Strategic unity of all systems
Purposeful systems 7-leveled structure
uneconomic
marketing
manufacture
personnel
relation
information
organization

4. Life-cycle stages and dynamics of
strategic development
DIFFERENT PRIORITIES OF THE
Integration Shaping DEVELOPMENT ARE ASSUMED
DURING THE VARIOUS STAGES
Θ4 Θ1
INITIAL AND ULTIMATE STATE OF
ENTERPRISE ARE SPLIT BY THE
CYCLE
Managing Interaction
Θ3 Θ2

5. Real investments modeling
7 S j
S j Sj – ideal state at the end of the stage
j
qj min , qk – relevance rate at the certain stage
j 1 S
SΘk – real state at the end of stage
N L – MAX amount of investments funds
Li L,
i 1
Li – value of i-project of real investments
rik 0, i, k 1, N. R(xi;xj)={rij} – project compatibility matrix
N
k k X={xj} – binary variable array, that represents employment of investment projects
S S sk x j
0
j 1
j sjk – qualitative rate of j-project that corresponds to k-criterion of enterprise state
S0k – initiative enterprise state evaluation
A={aji} pair comparison matrix of mutual relevance of system components as to investments
activities modeling
k
ai1 ... aik
i k
,i 1, k rate of comparative investments value in defined enterprise system level, array
k
ai1 ... aik α={α1,…,αn} with nonnegative real components αj, that Σαj = 1 (j=1,..7)
i 1
k 1,7 j 1, N

6. Financial investments modeling
Risk MIN
VП D( R П ) min ; VП – financial instruments portfolio risk level expressed in terms of
x1 ,..., x N
x1 ... xN 1; Θ1 variation (dispersion) of profit rate,
xk 0, k 1,...,N . RП – k-project profit rate (k=1,…,N),
xk- quote of k-project in investments portfolio (k=1,…,N),
Risk FIX N- projects number.
mП M ( RП ) max ;
x1 ,..., x N
σc – fixed portfolio risk level
Θ2
2
vП D( R П ) c
x1 ... xN 1; mП – expected profit rate of financial instruments portfolio
xk 0, k 1,...,N .
Profit FIX
VП D( R П ) min ;
x1 ,..., x N
mП M ( RП ) mc Θ3 mc – fixed portfolio profit rate level
x1 ... xN 1;
xk 0, k 1,...,N .
Risk MIN Θ4 this stage uses the same task for financial instruments as the Θ1

7. Modeling program interface

8. Automated modeling result

9. Thank YOU!!