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Song, Minseok
Business Process Intelligence(BPI) Lab
Research Interests
  • Process mining

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

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Title
Selecting Information Technology Projects in Non-linear Risk/Return Rela tionships of IT Investment
Author
Cho, WooJeSong, Minseok
Keywords
project selection; return and risk; Data Envelopment Analysis
Issue Date
201203
Publisher
한국엔터프라이즈아키텍쳐학회
Citation
정보기술아키텍처 연구, v.9, no.1, pp.21 - 31
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.
URI
http://scholarworks.unist.ac.kr/handle/201301/3587
ISSN
1738-382x
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