Portfolio analysis of economic decisions in the enterprise

Abstract

Selection of effective solutions in the enterprise is largely provided by the rational organization of interaction of the enterprise with contractors: raw material suppliers, customers (buyers) of finished goods, government agencies, financial institutions and other organizations. The paper discusses the ways of organizing of such an interaction based on the methods of vector optimization and the theory of portfolio investment which goes back to the works of G. Markowitz. © 2015, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.