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

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.