Automated Assessment of the Value of Private Equity Funds on the Basis of an Optimization Software Package

International science and technology conference "Earth science"

Emokhonova, Y.M.^1 ; Medvedev, A.V.^2 ; Fedulova, A.E.^3

Siberian Academy of Finance and Banking, Novosibirsk

630051, Russia^1

Plekhanov Russian University of Economics, Kemerovo Branch, Kemerovo

650043, Russia^2

Institute of Economics and Management, Kemerovo State University, Kemerovo

650043, Russia^3

关键词: Automated assessment;    Economic mathematical models;    Numerical experiments;    Optimal investments;    Optimization software;    Optimization software package;    Private equity funds;    Regulatory environment;   

Others  :  https://iopscience.iop.org/article/10.1088/1755-1315/272/3/032133/pdf
DOI  :  10.1088/1755-1315/272/3/032133

来源: IOP

【 摘 要 】

With the development of private equity market in Russia, the creation of a private equity fund (PEF) optimizing the distribution of investment resources in it remains a relevant task. The object of the study in this paper is PEF, the subject is an automated assessment of the value of PEF on the basis of the author's economic-mathematical model (EMM). The aim of this paper is to study the possibility of using the optimization software for this assessment and its application to the real PEF portfolio of projects. The optimization-based economic- mathematical model underlying the calculations makes it possible to identify the economic potential of the fund's portfolio (in the form of its net present value), which makes it possible to optimally allocate investments in projects of the real sector of the economy, taking into account the state of the regulatory environment and the interests of investors. As methods of the study in this paper are used: economic-mathematical modeling; numerical experiment using an optimization financial-analytical package of applied programs. The results of the research can be used by fund managers to solve operational, investment and financial problems from the standpoint of increasing the value of funds and optimal investment allocation in various sectors of the economy.