Investment Projects Portfolio Analyses Using Fuzzy Evaluation Methods

摘要

The paper considers approaches to solving the problem of multicriteria assessment of an investment proposals portfolio in the presence of information on financial indicators of projects from reliable sources.Within the framework of the proposed approaches and the formed set of financial indicators, a comprehensive methodology for comparative analysis and selection of investment decisions is proposed, which is based on the application of the principles of Pareto and Board, as well as the fuzzy maximin convolution method under equal (in important) evaluation criteria, and the fuzzy inference system.When using fuzzy methods of analysis, each of the financial indicators is considered as a qualitative criterion for evaluating the effectiveness of an investment project, which is interpreted by suitable fuzzy sets.Based on the results of the calculations, the ranking of hypothetical alternative investment projects was carried out using the considered multi-criteria evaluation methods and their comparative analysis was carried out, which ultimately allows financing the most effective projects.