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    政大機構典藏 > 商學院 > 資訊管理學系 > 期刊論文 >  Item 140.119/129966
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/129966

    Title: Selecting the Most Desirable IT Portfolio under Various Risk Tolerance Levels
    Authors: 杜雨儒
    Tu, Tony Yu-Ju
    Huang, Yu-Hsiang (John)
    Strader, Troy J.
    Subramanyam, Ramanath (Ram)
    Shaw, Michael J.
    Contributors: 資管系
    Date: 2019
    Issue Date: 2020-05-26 15:11:08 (UTC+8)
    Abstract: To better assist decision-makers (e.g., enterprise executives) in selecting the most desirable IT portfolio, this study proposes a new IT Portfolio Efficient Frontier model that incorporates the decision-maker's risk tolerance levels. The proposed model, built on portfolio optimization along with experimental design and simulation data, considers three IT portfolio scenarios: even distribution-based IT portfolios, uneven distribution-based IT portfolios, and dominant IT portfolios. Our findings show that the IT portfolio efficient frontiers derived from both an even distribution-based IT portfolio and an uneven distribution-based IT portfolio have a relatively positive relationship between IT portfolio risk and return. Our findings also indicate that if IT investments are part of a dominant IT portfolio, an inflection point of the IT portfolio efficient frontier appears under the decision-maker's medium risk tolerance level, and the most desirable IT portfolio is generated when a decision maker's risk tolerance level is medium or higher.
    Relation: Information Resources Management Journal, pp.1-19
    Data Type: article
    DOI 連結: https://doi.org/10.4018/IRMJ.2019100101
    DOI: 10.4018/IRMJ.2019100101
    Appears in Collections:[資訊管理學系] 期刊論文

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