Abstract
This article proposes a new approach to the development of the concept of investment portfolio formation, based on the systematic deduction of the hierarchy of factors and the combination of evaluation, forecasting, and optimization mechanisms. This approach makes it possible to increase the efficiency of the portfolio by reducing periods of suboptimal conditions and quickly adapting to changes in investment conditions. The paper describes in detail the methodology for identifying significant factors, formalizing goals and strategies, and developing a mathematical model to determine the optimal composition of an investment portfolio. The proposed approach can find wide practical application in the tasks of strategic investment. Effective management of an investment portfolio in conditions of high uncertainty and volatility of financial markets is a very urgent task. Strategies for forming an optimal asset portfolio are largely based on mathematical modeling, which allows taking into account many risk and profitability factors. The proposed methodology is based on the systematization of factors affecting the market situation and the state of the investment portfolio. By consistent deduction, the "market – portfolio" subsystem is identified and analyzed, within which the key factors of direct and reverse influence are identified from the standpoint of their objectivity, predictability and manageability. Based on the obtained hierarchy of factors, priority goals for the optimal portfolio model are formulated: maximizing adaptability and period of effectiveness at an acceptable level of risks. Further, the paper presents the formalization of these goals and the justification of a conceptual model that combines evaluative, predictive, investment and optimization components. The developed approach can serve as a theoretical basis for creating effective mathematical models for managing strategic investment portfolios, taking into account a wide range of external factors and internal goals of the investor.
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