ЗАДАЧА ОПТИМАЛЬНОГО УПРАВЛІННЯ ПАКЕТАМИ ІНВЕСТИЦІЙНИХ ПРОЕКТІВ

The economic and mathematical model of the problem of management optimization of production’s investment packages has been built. Model provides the maximum efficiency of all package with the assigned limitation to its risk at each time point. This allows you to calculate the optimal sizes of these tranches and allow you to make administrative decisions based on results of these calculations for management progress of the investments. The result has been illustrated on example of real investment projects. [ABSTRACT FROM AUTHOR]