{"id":"https://openalex.org/W4200141536","doi":"https://doi.org/10.1109/csit52700.2021.9648798","title":"Evaluation of the investment projects portfolio efficiency","display_name":"Evaluation of the investment projects portfolio efficiency","publication_year":2021,"publication_date":"2021-09-22","ids":{"openalex":"https://openalex.org/W4200141536","doi":"https://doi.org/10.1109/csit52700.2021.9648798"},"language":"en","primary_location":{"id":"doi:10.1109/csit52700.2021.9648798","is_oa":false,"landing_page_url":"https://doi.org/10.1109/csit52700.2021.9648798","pdf_url":null,"source":{"id":"https://openalex.org/S4363608067","display_name":"2021 IEEE 16th International Conference on Computer Sciences and Information Technologies (CSIT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 IEEE 16th International Conference on Computer Sciences and Information Technologies (CSIT)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085790880","display_name":"Sergey Bushuyev","orcid":"https://orcid.org/0000-0002-7815-8129"},"institutions":[{"id":"https://openalex.org/I155165993","display_name":"Kyiv National University of Construction and Architecture","ror":"https://ror.org/02qp15436","country_code":"UA","type":"education","lineage":["https://openalex.org/I155165993"]}],"countries":["UA"],"is_corresponding":true,"raw_author_name":"Sergey Bushuyev","raw_affiliation_strings":["Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine"],"affiliations":[{"raw_affiliation_string":"Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine","institution_ids":["https://openalex.org/I155165993"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073638957","display_name":"Nataliya Gaydukova","orcid":null},"institutions":[{"id":"https://openalex.org/I155165993","display_name":"Kyiv National University of Construction and Architecture","ror":"https://ror.org/02qp15436","country_code":"UA","type":"education","lineage":["https://openalex.org/I155165993"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Nataliya Gaydukova","raw_affiliation_strings":["Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine"],"affiliations":[{"raw_affiliation_string":"Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine","institution_ids":["https://openalex.org/I155165993"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057397224","display_name":"Natalia Bushuyeva","orcid":"https://orcid.org/0000-0002-4969-7879"},"institutions":[{"id":"https://openalex.org/I155165993","display_name":"Kyiv National University of Construction and Architecture","ror":"https://ror.org/02qp15436","country_code":"UA","type":"education","lineage":["https://openalex.org/I155165993"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Nataliya Bushuyeva","raw_affiliation_strings":["Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine"],"affiliations":[{"raw_affiliation_string":"Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine","institution_ids":["https://openalex.org/I155165993"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5034222550","display_name":"Igor Achkasov","orcid":"https://orcid.org/0000-0002-7049-0530"},"institutions":[{"id":"https://openalex.org/I155165993","display_name":"Kyiv National University of Construction and Architecture","ror":"https://ror.org/02qp15436","country_code":"UA","type":"education","lineage":["https://openalex.org/I155165993"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Igor Achkasov","raw_affiliation_strings":["Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine"],"affiliations":[{"raw_affiliation_string":"Project management department, Kyiv National University of Construction and Architecture, Kyiv, Ukraine","institution_ids":["https://openalex.org/I155165993"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5085790880"],"corresponding_institution_ids":["https://openalex.org/I155165993"],"apc_list":null,"apc_paid":null,"fwci":2.1101,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.87889908,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13181","display_name":"Economic and Technological Systems Analysis","score":0.9710000157356262,"subfield":{"id":"https://openalex.org/subfields/1405","display_name":"Management of Technology and Innovation"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T13181","display_name":"Economic and Technological Systems Analysis","score":0.9710000157356262,"subfield":{"id":"https://openalex.org/subfields/1405","display_name":"Management of Technology and Innovation"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9678999781608582,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12667","display_name":"Economic and Technological Developments in Russia","score":0.9387999773025513,"subfield":{"id":"https://openalex.org/subfields/3303","display_name":"Development"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5552974343299866},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4711954593658447},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.4191291928291321},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4087215065956116},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1781066358089447}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5552974343299866},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4711954593658447},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4191291928291321},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4087215065956116},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1781066358089447},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/csit52700.2021.9648798","is_oa":false,"landing_page_url":"https://doi.org/10.1109/csit52700.2021.9648798","pdf_url":null,"source":{"id":"https://openalex.org/S4363608067","display_name":"2021 IEEE 16th International Conference on Computer Sciences and Information Technologies (CSIT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 IEEE 16th International Conference on Computer Sciences and Information Technologies (CSIT)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.4300000071525574,"display_name":"Industry, innovation and infrastructure"},{"id":"https://metadata.un.org/sdg/17","score":0.4000000059604645,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W622544887","https://openalex.org/W2020003888","https://openalex.org/W2045735795","https://openalex.org/W2053678255","https://openalex.org/W2056613676","https://openalex.org/W2059536960","https://openalex.org/W2059999216","https://openalex.org/W2068188900","https://openalex.org/W2069588925","https://openalex.org/W2075774099","https://openalex.org/W2140452398","https://openalex.org/W2184806236","https://openalex.org/W2585206336","https://openalex.org/W2900385075","https://openalex.org/W2977703415","https://openalex.org/W2996369213","https://openalex.org/W3013248001","https://openalex.org/W3082610868","https://openalex.org/W3159915449","https://openalex.org/W3165832088","https://openalex.org/W6686193891","https://openalex.org/W6775736901","https://openalex.org/W6795116156","https://openalex.org/W6796105546"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052"],"abstract_inverted_index":{"The":[0,42],"assessment":[1,87],"of":[2,5,8,31,44,48,61,67,79,88,91],"the":[3,6,16,29,46,52,59,62,65,68,77,84,89,92,95],"efficiency":[4],"portfolio":[7,47,54,85,93],"investment":[9,49],"projects":[10,50,80,96],"has":[11,55],"been":[12,56],"made":[13],"available":[14],"for":[15,64,81],"additional":[17],"Sharp&#x0027;s":[18],"RVAR":[19],"(Reward-to-variability":[20],"ratio)":[21],"and":[22,34,40,86,94],"Trainor&#x0027;s":[23],"RVOL":[24],"(Reward-to-volatility":[25],"ratio).":[26],"When":[27],"evaluating":[28],"performance":[30,33],"standard":[32],"Beta":[35],"performance,":[36],"Rink":[37],"Lines":[38],"CML":[39],"SML.":[41],"process":[43],"adjusting":[45],"with":[51],"reference":[53],"formalized.":[57],"Beyond":[58],"help":[60],"model":[63],"listings":[66],"MS":[69],"Excel":[70],"spreadsheet":[71],"processor,":[72],"it":[73],"is":[74],"illustrated":[75],"before":[76],"selection":[78],"inclusion":[82],"in":[83],"effectiveness":[90],"that":[97],"must":[98],"be":[99],"entered.":[100]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
