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題名:	Selecting the Most Desirable IT Portfolio under Various Risk Tolerance Levels
作者:	杜雨儒 Tu, Tony Yu-Ju Huang, Yu-Hsiang (John) Strader, Troy J. Subramanyam, Ramanath (Ram) Shaw, Michael J.
貢獻者:	資管系
日期:	2019
上傳時間:	2020-05-26 15:11:08 (UTC+8)
摘要:	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.
關聯:	Information Resources Management Journal, pp.1-19
資料類型:	article
DOI 連結:	https://doi.org/10.4018/IRMJ.2019100101
DOI:	10.4018/IRMJ.2019100101
顯示於類別:	[資訊管理學系] 期刊論文

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