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  • 标题:Consideration of Risk Factors in Corporate Property Portfolio Management
  • 本地全文:下载
  • 作者:Karpenko, Lidiia ; Chunytska, Iryna ; Oliinyk, Nataliia
  • 期刊名称:Journal of Risk and Financial Management
  • 印刷版ISSN:1911-8074
  • 出版年度:2020
  • 卷号:13
  • 期号:12
  • 页码:1-14
  • DOI:10.3390/jrfm13120299
  • 语种:English
  • 出版社:MDPI, Open Access Journal
  • 摘要:Thearticleisdevotedtothetopicalissueofoptimizationandharmonizationoftheformationof the corporate property portfolio. The method of managing the corporate property portfolio inorder to reduce the level of risk was optimized in the research, based on differentiated and portfolioapproaches: the differentiated approach is used when considering corporate property as a set ofindividual elements that determine self-management; the portfolio one is used under the condition ofcombining corporate property in the management portfolio. The article also takes into account theapplied model of fuzzy sets related to the identification of the level of profitability of the corporateproperty portfolio and its risk. It was determined that the fuzzy sets methodology has an advantagein the conditions of instability of financial markets and optimizes the search for attractive corporateproperty for investment. The article substantiates the use of the fuzzy set approach to assess corporateinvestment decisions as the most effective in terms of risk and uncertainty.
  • 关键词:portfolio risk; corporate property; property package; fuzzy analysis model; risk minimization; production chain
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