METHODOLOGY OF STEP-BY-STEP DESIGN OF INVESTMENT PROJECT PORTFOLIO

Abstract

Project portfolio management is an important stage in the project life cycle. The project portfolio selection phase is the most important in the portfolio life cycle. Until now, the optimal solution to the problem of this phase has not been found. A methodology for step-by-step design of a portfolio of investment projects is proposed. The first is the formation of a portfolio of projects based on mathematical programming and modeling methods. The second is the evaluation of the effectiveness of the selected projects by the method of analysis of hierarchies. The third is the distribution of investors' funds between the projects of the project portfolio on the basis of playing with nature. The evaluation of the effectiveness of the three projects was carried out by the method of analysis of hierarchies, and the criteria are the following performance indicators: the indicator of scientific and technical efficiency, the economic indicator, the social indicator and the indicator of ensuring information security. Each criterion has four subcriteria. The results of the calculation determine the effectiveness of projects, which allows resources to be allocated between projects.