초록
영어
We focus on the issues of the non-linear return/risk relationship of IT investment and the balance between return and risk of IT portfolio. We develop an IT project selection model by integrating DEA models with Markowitz portfolio selection theory. The project data collected from a Fortune 100 company are used to illustrate the implementation of the model. In addition, computational experiments are conducted to demonstrate the validity of the proposed model.
목차
Abstract
1. Introduction
2. Theoretical Background
2.1 Portfolio Selection Theories
2.2 IT Project Selection and the IT Portfolio
2.3 Data Envelopment Analysis
3. Model Development
3.1 Project Efficient Frontier
3.2 ITPS (IT Portfolio Selection) Model
4. Implementation of the Model
4.1 Project Portfolio Selection
4.2. Results of ITPS Models
4.3 A Computational Experiment with ITPS Model
4.4 A Computation Experiment with a Variation of the ITPS Model
5. Conclusions
References
1. Introduction
2. Theoretical Background
2.1 Portfolio Selection Theories
2.2 IT Project Selection and the IT Portfolio
2.3 Data Envelopment Analysis
3. Model Development
3.1 Project Efficient Frontier
3.2 ITPS (IT Portfolio Selection) Model
4. Implementation of the Model
4.1 Project Portfolio Selection
4.2. Results of ITPS Models
4.3 A Computational Experiment with ITPS Model
4.4 A Computation Experiment with a Variation of the ITPS Model
5. Conclusions
References
저자정보
참고문헌
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