Value-at-Risk in Services-Oriented Systems and Technology Investments: A Framework for Managing Project Portfolio Uncertainties

• Main Authors: KAUFFMAN, Robert J., Sougstad, Ryan
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2008
• Subjects: Covariance; Financial economics; Financial evaluation; IT services; IT value; Portfolio management; Risk-adjusted return; Services sciences; VaR; Value-at-risk; Variance; Information technology; Portfolio uncertainty; Information systems; Decision making; Computer Sciences; Management Information Systems
• Online Access: https://ink.library.smu.edu.sg/sis_research/2756; https://doi.org/10.1504/IJSSci.2008.021764
• Institution: Singapore Management University

We present a method for analysing a vendor's exposure to uncertainties in IT services. These uncertainties arise in project portfolios with projects whose value covaries with managerial decisions about firm strategy, technology standards and platforms to be used. Past research involving informa...