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政大典藏 > College of Commerce > Department of MIS > Periodical Articles > Item 140.119/129966

Please use this identifier to cite or link to this item: https://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 link:	https://doi.org/10.4018/IRMJ.2019100101
DOI:	10.4018/IRMJ.2019100101
Appears in Collections:	[Department of MIS] Periodical Articles

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