Using IT fashion investments to optimize an IT innovation portfolio's risk and return.
Gilbert FridgenFlorian MoserPublished in: J. Decis. Syst. (2013)
Keyphrases
- investment decisions
- investment strategies
- sharpe ratio
- portfolio optimization
- portfolio management
- key factors
- decision making
- portfolio selection
- case study
- knowledge management
- problems involving
- information technology
- stock market
- risk measures
- technological innovation
- risk assessment
- var model
- risk management
- high risk
- stock price
- stock exchange
- robust optimization
- market data
- asset allocation
- transaction costs
- database
- financial data
- organizational learning
- efficient frontier
- intellectual capital
- technological change
- real world