Systemic Risk in IT Portfolios - An Integrated Quantification Approach.
Martina BeerThomas WolfTirazheh Zare GarizyPublished in: ICIS (2015)
Keyphrases
- portfolio optimization
- investment decisions
- risk management
- high risk
- portfolio selection
- data sets
- risk factors
- minimum risk
- investment strategies
- risk analysis
- transaction costs
- portfolio management
- retail banking
- lower bound
- risk measures
- risk averse
- database
- real world
- decision making
- web services
- case study
- problems involving
- image sequences
- stock market