Computer Science
3 years ago

New method boosts efficiency of investment project portfolios for higher returns!

2021 IEEE 16th International Conference on Computer Sciences and Information Technologies (CSIT)
Evaluation of the investment projects portfolio efficiency
Sergey Bushuyev, Nataliya Gaydukova, Natalia Bushuyeva, Igor Achkasov

Paper Summary

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The article evaluates how efficient a group of investment projects is by using different ratios like Sharp's RVAR and Trainor's RVOL. They also compare the performance of the projects to standard benchmarks like Rink Lines CML and SML. The researchers have created a formal process to adjust the portfolio of projects based on a reference portfolio. They use a model in MS Excel to help with this process. The goal is to select the best projects for the portfolio and assess how effective they are.