Selecting the Most Desirable IT Portfolio Under Various Risk Tolerance Levels.
Yu-Hsiang (John) HuangYu-Ju TuTroy J. StraderMichael J. ShawRamanath SubramanyamPublished in: Inf. Resour. Manag. J. (2019)
Keyphrases
- portfolio management
- portfolio optimization
- decision making
- efficient frontier
- portfolio selection
- levels of abstraction
- minimum risk
- high levels
- information systems
- market data
- risk management
- risk assessment
- investment decisions
- portfolio theory
- data sets
- var model
- stock market
- expert systems
- social networks
- real world