Selecting Information Technology Projects in Non-linear Risk/Return Rela tionships of IT Investment
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- Selecting Information Technology Projects in Non-linear Risk/Return Rela tionships of IT Investment
- Cho, WooJe; Song, Minseok
- Issue Date
- 정보기술아키텍처 연구, v.9, no.1, pp.21 - 31
- 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.
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