Wykorzystanie podejścia Markowitza do minimalizacji ryzyka projektu informatycznego
Applying Portfolio Theory for Risk Minimization in IT Projects
Author(s): Magdalena KieruzelSubject(s): Economy, Business Economy / Management
Published by: Wydawnictwo Naukowe Uniwersytetu Szczecińskiego
Keywords: risk management; portfolio theory; IT project
Summary/Abstract: This paper presents an algorithm for minimizing the risk of IT project based onMarkowitz portfolio theory. The application of portfolio theory makes possible optimizingthe risk exposure of an IT project through conscious choice of the structure of theproject tasks. IT project is treated as a set of activities consisting of the categories oftasks: Manufacturing (W), Analysis and Design (P), Management (Z), Implementationand Support (S). This approach allowed to designate minimal risk in IT project withusing the method of Lagrange multipliers.
Journal: Ekonomiczne Problemy Usług
- Issue Year: 2015
- Issue No: 117
- Page Range: 155-162
- Page Count: 8
- Language: Polish
