Optimization of investment portfolio management

Oliinyk, Viktor; Kozmenko, Olga

doi:10.5937/sjm14-16806

Cited by 20 publications

(9 citation statements)

References 39 publications

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“…The variability of stock markets and the falling interest rates is possible, which, in turn, will affect the investment activities of insurance companies (Kozmenko & Roienko, 2013), disrupting the profitability of their investment portfolios (Oliinyk & Kozmenko, 2019).…”

Section: Customer Expectations Compliance Of Insurers' Policies With Customer Expectationsmentioning

confidence: 99%

Transformation of insurance technologies in the context of a pandemic

Volosovych

Zelenitsa

Kondratenko

et al. 2021

Insurance Markets and Companies

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The COVID-19 pandemic has affected different sectors of the economy, including insurance, and has become a problem and a clear catalyst for innovation. The pandemic has highlighted some inefficiencies of the traditional model of interaction between insurers and their customers and focused on insurance companies’ efforts on innovations and investments in the digital future. That is why the article aims to generalize the transformations of the institutional environment in the InsurTech ecosystem in the context of the COVID-19 pandemic and identify prospects for its development in the post-pandemic period.The analysis of the functioning of InsurTech as an ecosystem necessitated the identification of challenges for the insurance market in the context of COVID-19. The peculiarities of the insurance market development have been identified: the blurring of boundaries between insurers, BigTech firms, and technological partners; expanding interaction with policyholders based on the principle of support and the use of social networks; changes in the structure of the implemented insurance services; an increase in insurance fraud cases; the growing demand for parametric insurance products; introduction of a digital approach to the interaction with customers and employees, modernization of technological infrastructure and expansion of data processing capabilities; remote risk identification; acceleration in the use of financial technologies by insurance market participants. There is a transformation of the insurance market under the influence of business processes digitalization because insurers are aware of the importance of InsurTech in the formation of competitive advantages. For many companies, the crisis has strengthened their innovative development strategies and accelerated the implementation of financial technology tools in their business processes against the background of modernization of technological infrastructure. Chatbots, telematics, the Internet of Things, machine learning, artificial intelligence, predictive analytics, etc., are widely used. In the future, InsurTech will also play an important role in introducing digital innovations in the insurance market.

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Section: Customer Expectations Compliance Of Insurers' Policies With Customer Expectationsmentioning

confidence: 99%

Transformation of insurance technologies in the context of a pandemic

Volosovych

Zelenitsa

Kondratenko

et al. 2021

Insurance Markets and Companies

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“…Smart searching and smart engines using machine learning are progressively used by property managers while choosing service providers, vendors and investors. Ariba is one such software used in the procurement cycle by facility managers (Oliinyk and Kozmenko, 2019). Propstack and Ressex (powered by Liaises Foras) are utilizing data processing and analytics to provide much-needed transparency in prices and values of real estate space.…”

Section: Literature Reviewmentioning

confidence: 99%

A study on automated property management in commercial real estate: a case of India

Kaur

Solomon

2021

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PurposeProperty management in commercial real estate (CRE) is an important operational function that needs to be managed because it brings large cost implications to the organization. As India aspires to become a developed real estate market, analysis of the growing importance of automating property services and technology acceptance by stakeholders are two key concerns that need to be explicitly addressed. This study aims to examine the extent of property technology (PropTech) adoption in India and propose a technology-enabled stakeholder management model in Indian CRE.Design/methodology/approachThe research is qualitative in nature and follows the grounded theory approach. Research data were collected by conducting a series of semi-structured interviews with 18 property management professionals from different prominent Indian companies using PropTech.FindingsThe findings suggested the nine most typical automated property management functions in Indian CRE. The result of this research is the automated property services model for stakeholder management in CRE. The model demonstrates the value of implementing technology in property services in India.Practical implicationsThe study provides useful insights into how artificial intelligence (AI) in property management can be applied to address property-related challenges, various stakeholder needs and improve property performance in accordance with energy efficiency policies.Originality/valueThis paper attempts to add to the limited body of literature on technology in the property management domain. The model demonstrates how automated property services meet the needs of different stakeholders in CRE and provides remote working procedures within the COVID-19 pandemic context.

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“…The authors Oliinyk, V., & Kozmenko, O. (2019) [3] built an optimization model of investment portfolio management based on two sources (own and borrowed financial resources). In the presented model, the optimum management function taking into account the received income is offered.…”

Section: Literature Reviewmentioning

confidence: 99%

Optimization of the Investment Portfolio in the Environment of Table Processor MS Excel

Hordei¹,

Patsai²,

Hurochkina³

et al. 2021

EEA

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This topic's study is due to modern challenges to ensure sustainable development in a volatile market environment. It is especially so for those who want to invest money to generate additional income, taking into account financial risks. For this, it is necessary to increase the level of use of information computer technologies to minimize financial risks. The work's practical significance is based on the analysis of mathematical models used in the formation of investment portfolios. For the first time, a comparative study of investment portfolios containing various types of assets in the Ukrainian economy (particularly cryptocurrency) was carried out, and their residual risks were analyzed. Optimal investment portfolios for direct and inverse problems have been formed. For the optimal use of savings and consideration of factors affecting the adoption of final investment decisions, the necessity of applying modern mathematical models and the capabilities of information computer technologies has been substantiated. Applied solutions are associated with processing a large amount of information, including in tabular form. Also, a significant part of these tasks is associated with optimization, and therefore the use of information technology is essential. One of these programs is a universal MS Excel, which can handle the tabular data and optimize both linear and nonlinear problems with the «Solver» and analyzed by the «Sensitivity» tool. Table processor MS Excel allowed processing tabular data using mathematical and statistical functions for working with matrices. For ease of use of the table processor features, a program was created in the VBA environment to install and select the parameters of the optimization models. The investment portfolio's optimal structures were calculated from the considered assets, which provide the maximum possible profitability at a given risk level (direct problem) or the lowest potential risk at given profitability (inverse problem). As a result, the investment portfolio's direct and inverse optimization problems were solved using the quasi-Sharpe model. All this allows the spreadsheet processor to be widely used both by professionals.

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Optimization of investment portfolio management

Cited by 20 publications

References 39 publications

Transformation of insurance technologies in the context of a pandemic

Transformation of insurance technologies in the context of a pandemic

A study on automated property management in commercial real estate: a case of India

Optimization of the Investment Portfolio in the Environment of Table Processor MS Excel

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