Gaydukova N. Multyparametrical portfolio management of investment projects of iron and steel enterprise

In the thesis the actual scientific and applied problem of multyparametrical portfolio management of steel industry investment projects usage-based of the systematic approach, the theory of possibilities, theories of harmonization is solved. The harmonization model for management of stochastic network projects, which purpose - optimum redistribution of the budget between projects of a portfolio is constructed. It is offered a stage-by-stage method for control of PERT-COST of network projects of a portfolio by means of harmonization. Estimates of efficiency of a portfolio of the investment projects with the help of coefficients of Sharp and Treynor are considered. Process of comparison of a portfolio of the investment projects with a reference portfolio is formalized. The algorithm of formation of the investment program of iron and steel enterprises is improved. The model of the project-oriented center of the innovative development of iron and steel enterprises is developed: the organizational structure of the center is offered, organizational and functional models of positions and divisions are described, and the principles of functioning of Investment committee are described.