Quantitative IT portfolio management

DOI10.1016/S0167-6423(02)00106-5MaRDI QIDQ1856765zbMATH OpenFDO

Authors Chris Verhoef

Publication date 11 February 2003

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

Full work available at URL https://doi.org/10.1016/S0167-6423(02)00106-5

zbMATH Keywords

Cost allocation formulascost-time analysiscostallocation distributiondamped sine distributionfailure time analysisgeneralized \(\Gamma\) distributiongeneralized F distributionhazard rateIT portfolioIT portfolio databaseIT portfolio exposureIT portfolio managementIT portfolio risklifetime analysisoperational cost tsunamiRayleigh distributionROI threshold quaveringsech square distributionseismic IT impulsesurvival functiontotal cost of ownership

Mathematics Subject Classification ID

Recommendations

• scientific article; zbMATH DE number 1487967
• Quantifying the yield of risk-bearing IT-portfolios
• Quantitative portfolio management. With applications in Python
• Quantitative Fund Management
• Quantitative Risk and Portfolio Management
• scientific article; zbMATH DE number 1285203
• Data-driven portfolio management with quantile constraints

Cited in

(5)

• A new R package for actuarial survival models
• Quantifying the yield of risk-bearing IT-portfolios
• Ordered random variables
• Quantifying requirements volatility effects
• Quantifying the effects of IT-governance rules

This page was built for publication: Quantitative IT portfolio management

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1856765)