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dc.contributor.advisorHousel,Thomas J.
dc.contributor.authorNelson, Marco
dc.date.accessioned2012-03-14T17:44:23Z
dc.date.available2012-03-14T17:44:23Z
dc.date.issued2010-09
dc.identifier.urihttp://hdl.handle.net/10945/5148
dc.descriptionApproved for public release; distribution is unlimiteden_US
dc.description.abstractThe basic research question guiding this thesis is: "How can Modern Portfolio Theory (MPT) be defensibly applied to DoD Information Technology (IT) portfolio optimization problems?" The research will demonstrate how to derive the appropriate raw performance, volatility data, required to remain consistent with MPT assumptions and methodology. This thesis accomplishes this research objective by establishing a notional IT beta to apply a MPT approach for asset allocation within the Department of Defense (DoD). Data from three previous RFID implementation case studies were used, where the Knowledge Value Added (KVA) methodology was applied to estimate the return on investment (ROI) produced by IT. The KVA methodology is essential for the application of this thesis because it provides the framework for the allocation of surrogate revenue and cost streams into core processes where RFID technology was implemented. The ROI estimates of volatility act as a surrogate for equity price volatility, allowing application of the Modern Portfolio Theory (MPT) approach in the nonprofit sector.en_US
dc.description.urihttp://archive.org/details/informationtechn109455148
dc.format.extentxiv, 57 p. : ill.en_US
dc.publisherMonterey, California. Naval Postgraduate Schoolen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. As such, it is in the public domain, and under the provisions of Title 17, United States Code, Section 105, may not be copyrighted.en_US
dc.subject.lcshInformation technologyen_US
dc.subject.lcshManagementen_US
dc.titleInformation technology portfolio management proof of concept modern portfolio theory with KVA and ROI analysisen_US
dc.typeThesisen_US
dc.contributor.secondreaderCook, Glenn
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentInformation Technology Management
dc.description.serviceUS Navy (USN) authoren_US
dc.identifier.oclc671409932
etd.thesisdegree.nameM.S.en_US
etd.thesisdegree.levelMastersen_US
etd.thesisdegree.disciplineInformation Technology Managementen_US
etd.thesisdegree.grantorNaval Postgraduate Schoolen_US
etd.verifiednoen_US


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