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Decision Support in IT and Risk: On the Economic Valuation of Strategic Decisions in IT Innovation Management, Credit Portfolio Management, and Hedging

 
: Lindermeir, A.

:
Volltext (PDF; )

Augsburg, 2016, 192 S.
Augsburg, Univ., Diss., 2016
URN: urn:nbn:de:bvb:384-opus4-38324
Englisch
Dissertation, Elektronische Publikation
Fraunhofer FIT ()

Abstract
The objective of this doctoral thesis is to contribute to the fields of decision support in IT and decision support in risk by focusing on the economic valuation of strategic decisions in (i) IT innovation management, (ii) credit portfolio management, and (iii) hedging.

The relevance of providing IT-based decision support increases as suboptimal decisions - due to behavioral aspects, missing information availability and processing, and increasing decision complexity - are economically disadvantageous. In this context, especially the fields of IT and risk are of special interest, as IT gets a more and more decisive factor for business success and risk exposures are increasing substantially and partially reach unforeseen heights. Therefore, decision-making in the fields of IT and risk is analyzed within this doctoral thesis and recommendations for an improved decision support are given.

Next to concrete recommendations for the introduction of digitalization initiatives in IT innovation communities, mathematical optimization models for determining strategic decisions in IT innovation budget allocation as well as corporate hedging considering earnings volatility are developed and evaluated. Furthermore, the method of cluster analysis is adopted to credit portfolio management and evaluated by means of some real world credit portfolios.

Thus, this doctoral thesis extends decision support literature in the field of IT and risk by (i) analyzing central aspects of the economic valuation of strategic decisions in IT and risk and (ii) addressing specific challenges in IT innovation management, credit portfolio management, and hedging.

: http://publica.fraunhofer.de/dokumente/N-461541.html