Quantifying the yield of risk-bearing IT-portfolios

DOI10.1016/J.SCICO.2007.11.001zbMATH Open1133.91508OpenAlexW2141758624MaRDI QIDQ2482020FDOQ2482020

Yanyan Li

Publication date: 16 April 2008

Published in: Science of Computer Programming (Search for Journal in Brave)

Full work available at URL: http://www.cs.vu.nl/~x/yield/yield.pdf

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zbMATH Keywords

valuationfailure riskyieldgainnet present value (NPV)scenario analysisuncertainty and risklossrequirements creeptime compressionappraisalcost over-rundiscounted cash-flow (DCF)internal rate of return (IRR)IT-investment managementIT-investment portfolioIT-portfolio managementpay back period (PBP)portfolio yieldquantitative IT-portfolio managementreturn on investment (ROI)risk-adjusted return on capital (RAROC)risk-bearing IT-portfoliotime over-runsweighted average cost of capital (WACC)weighted average cost of information technology (WACIT)yield distribution

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (1)

• Quantitative IT portfolio management

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