Journal of Information Technology and Architecture (정보화연구)

Korea Institute of Enterprise Architecture (한국엔터프라이즈아키텍처학회)
권호 표지

Selecting Information Technology Projects in Non-linear Risk/Return Relationships of IT Investment

  • Cho, Wooje (School of Technology Management UNIST (Ulsan National Institute of Science and Technology)) ;
  • Song, Minseok (School of Technology Management UNIST (Ulsan National Institute of Science and Technology))
  • Published : 2012.03.30
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Abstract

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.

Keywords

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