A real options approach for valuating intertemporal interdependencies within a value-based IT portfolio management - A risk-return perspective.
Dennis DiepoldChristian UllrichAlexander WehrmannSteffen ZimmermannPublished in: ECIS (2009)
Keyphrases
- portfolio management
- real option
- sharpe ratio
- portfolio optimization
- decision making
- asset allocation
- portfolio selection
- transaction costs
- financial data
- decision makers
- life cycle
- genetic algorithm
- problems involving
- factor analysis
- genetic programming
- case study
- neural network
- bi objective
- risk management
- data analysis
- optimal solution