Portfolio stability ensuring: an emerging chaos case (on the example of Ukrainian agroholdings)

Zoia Sokolovska, Oksana Klepikova and Semenov Anatoly

RIVISTA DI STUDI SULLA SOSTENIBILITA', 2021, vol. XI, issue 1, 65-91

Abstract: The purpose of this article is the study of large companies? investment activities on the example of agricultural holdings in Ukraine. The belonging of the studied ob-jects to the complex dissipative economic systems with the emerging chaotic be-haviour is proved. The conditions and measures of ensuring the balance of the company?s investment portfolio are studied. The involvement of chaos theory is proposed as a mathematical basis of the studies. The proposed model of agro-holding investment activity dynamics is presented by the system of differential equations and realized using the MatLab software platform. Numerical modelling of the investment processes dynamics in accordance with different values of management parameters is carried out. Transition scenarios of the system to a chaotic motion mode with the emergence of a strange Lorentz attractor are fore-cast. Scenarios of experiments on the model in order to ensure sustainable propor-tional development of production and logistics subsystems of the agricultural hold-ing and the formation of its investment portfolio are proposed. The behaviour di-agnostics system model on the basis of evolutionary equations is aimed at increas-ing the efficiency of making corrective investment decisions for the sustainable development of the agricultural holding.

Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.francoangeli.it/riviste/Scheda_Rivista. ... 061&Tipo=ArticoloPDF (text/html)
Single articles can be downloaded buying download credits, for info: https://www.francoangeli.it/DownloadCredit

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fan:rissri:v:html10.3280/riss2021-001005

Ordering information: This journal article can be ordered from
http://www.francoang ... o.aspx?IDRivista=168

Access Statistics for this article

RIVISTA DI STUDI SULLA SOSTENIBILITA' is currently edited by FrancoAngeli

More articles in RIVISTA DI STUDI SULLA SOSTENIBILITA' from FrancoAngeli Editore
Bibliographic data for series maintained by Stefania Rosato ().