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A New Approach for IT Projects Valuation
Faramak Zandi,Fariborz Mosavi,Azad Noroz 인하대학교 산업경제연구소 2010 경상논집 Vol.24 No.1
This paper developed a new framework for valuating IT projects based on real option, Monte Carlo simulation and risk analysis. At first, real option valuation is utilized for evaluating IT projects. In this method, Monte Carlo simulation is employed to evaluate all the possible scenarios of variation and to estimate the corresponding project returns. The output of the Monte Carlosimulations is the probability distribution of the project returns. Then, risk scores are calculated in the fuzzy environment for them. Finally, the best IT project is valued based on a fuzzy utility function. The fuzzy utility of investment for the decision maker is determined by the use of the geometric average of the real option and risk scores.
The evaluation of IT investment based on fuzzy utility functions
Faramak Zandi ,Fariborz Mosavi 인하대학교 정석물류통상연구원 2009 인하대학교 정석물류통상연구원 학술대회 Vol.2009 No.10
In this research, a new method is proposed for the evaluation and selection of IT projects investments with considering the effect of uncertainty and risk in the IT investment decisions, Real option theory is used in this proposed method. For this purpose, after determining IT project, the real option and risk scores are calculated in the fuzzy environment for them. Then, the best project is selected based on these attributes.