English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 95905/126495 (76%)
Visitors : 31762669      Online Users : 347
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    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

    Files in This Item:

    File Description SizeFormat
    418.pdf256KbAdobe PDF16View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback