Quantifying the yield of risk-bearing IT-portfolios

DOI10.1016/J.SCICO.2007.11.001MaRDI QIDQ2482020zbMATH OpenOpenAlexFDO

Authors 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

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)

Recommendations

• Quantitative IT portfolio management
• Quantifying requirements volatility effects
• Fuzziness and randomness in investment project risk appraisal
• Managing underperformance risk in project portfolio selection
• Contingent Portfolio Programming for the Management of Risky Projects

Cited in

(3)

• Quantitative IT portfolio management
• Quantifying the effects of IT-governance rules
• Quantifying requirements volatility effects

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