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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2009 Issue 3, Pages 54–60 (Mi pu73)

This article is cited in 3 papers

Control in the socio-economic systems

Evaluation procedure of innovative projects portfolio integrated risk. Part 1: Analysis of basic approaches to estimation of projects portfolio integrated risk

I. V. Demkina, D. V. Pertsevb

a Moscow State Aviation Technological University
b Dirol "Cadbury"

Abstract: The paper gives the analysis of basic existing approaches used for estimation of integrated risk of industrial company innovative projects portfolio. Emphasis is placed on the analysis and experience of application of existing economic-mathematical methods and models of integrated risk estimation and also interference of projects in a portfolio. Authors offer the original approach to solving the problem of integrated risk estimation with allowance for effects of synergy and cannibalization.

Keywords: portfolio, innovative project, model, synergy, cannibalization, risk.

UDC: 65.012.23



© Steklov Math. Inst. of RAS, 2024