Consideration of Risk Factors in Corporate Property Portfolio Management

Karpenko L. та Chunytska I. та Oliinyk N. та Poprozman N. та Bezkorovaina O. (2020) Consideration of Risk Factors in Corporate Property Portfolio Management. Risk and Financial Management, 2020 (V.13). с. 1-15.

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Текст Безкоровайна О.В., 2020.pdf Завантажити (411kB) | Перегляд

Анотація

The article is devoted to the topical issue of optimization and harmonization of the formation of the corporate property portfolio. The method of managing the corporate property portfolio in order to reduce the level of risk was optimized in the research, based on differentiated and portfolio approaches: the differentiated approach is used when considering corporate property as a set of individual elements that determine self-management; the portfolio one is used under the condition of combining corporate property in the management portfolio. The article also takes into account the applied model of fuzzy sets related to the identification of the level of profitability of the corporate property portfolio and its risk. It was determined that the fuzzy sets methodology has an advantage in the conditions of instability of financial markets and optimizes the search for attractive corporate property for investment. The article substantiates the use of the fuzzy set approach to assess corporate investment decisions as the most effective in terms of risk and uncertainty.

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