IT Governance and IT Investment Performance: An Empirical Analysis

2008 ◽  
Author(s):  
Bin Gu ◽  
Ling Xue ◽  
Gautam Ray
Keyword(s):  
Empirical Analysis ◽  
It Governance ◽  
It Investment ◽  
Investment Performance

Multi-Index Conditional Investment Performance Measure: An Empirical Analysis

2016 ◽  
Vol 6 (3) ◽  
Author(s):  
Subrata Roy
Keyword(s):  
Empirical Analysis ◽  
Mutual Fund ◽  
Public Information ◽  
Fund Performance ◽  
Performance Measure ◽  
Mutual Fund Performance ◽  
Investment Performance ◽  
Multi Index ◽  
Time Lagged ◽  
Index Measure

The present study seeks to examine the mutual fund performance of the open-ended selected equity schemes of UTI based on multi-index measures as well as conditional multi-index measure. It is observed from the analysis that multi-index measure is able to capture the beta and alpha effects on market adjusted basis and the estimated coefficients is a better representative as compared to the single index measure. When time lagged (lagged at 1 month, 2 months, quarterly and yearly) multi-index measures are applied then the estimated coefficients (alpha & beta) which are market adjusted and time adjusted look more representative than the multi-index measure (without lagged effect). Finally, when we extended the time lagged multi-index measure on a conditional way (conditional on public information variables) then we observe that conditional multi-index lagged measure provides much more representative results in all respects as compared to the all measures after conditioning public information effects.

scholarly journals IMPLEMENTASI KAJIAN KELAYAKAN FINANSIAL UNTUK MENINGKATKAN TINGKAT KEMATANGAN MANAJEMEN INVESTASI TEKNOLOGI INFORMASI

2012 ◽  
Vol 6 (2) ◽  
pp. 126
Author(s):  
Benny Ranti ◽  
Johan Tambotoh
Keyword(s):  
It Governance ◽  
Steering Committee ◽  
Successful Implementation ◽  
Investment Management ◽  
Maturity Level ◽  
It Investment ◽  
Business Values ◽  
Level 3 ◽  
Level 1 ◽  
Owned Company

Salah satu pilar utama atau domain dari pengelolaan teknologi informasi (TI) adalah investasi TI. Oleh karena itu, strategi untuk mengelola investasi TI sangat penting untuk mendukung keberhasilan pelaksanaan pengelolaan TI (IT Governance). Perusahaan perlu mengetahui tingkat kematangan dari manajemen investasi TI yang dapat membantu mengelola investasi TI dengan benar. Penelitian ini melakukan pengukuran terhadap peningkatan level kematangan manajemen investasi TI pada perusahaan BUMN setelah mengaplikasikan studi kelayakan finansial berdasarkan Generic IS/IT Business Values oleh Ranti, pada setiap tahap investasi TI serta meningkatkan struktur organisasi TI dengan membentuk IT steering committee. Hasil dari penelitian ini menunjukkan bahwa level kematangan manajemen investasi TI meningkat dari level 1 menjadi level 3. One of the key pillars or domains of Information Technology (IT) Governance is IT investment. Therefore, the strategy to manage IT investment is essential to support the successful implementation of IT Governance. Companies need to know the maturity level of IT investment management that can help them managing the IT investment properly. This research measures the increase of IT investment management maturity level of a state-owned company in Indonesia (BUMN) after applying the Financial Feasibility Study based on Ranti's Generic IS/IT Business Values in each IT investment stage as well as improving IT organization structure by forming IT Steering Committee. The result of this study indicates that the level of IT investment management maturity has increased from level 1 to level 3.

The Role of IT Governance and Managing IT Investment on Firm Performance

2021 ◽  
pp. 104-120
Author(s):  
Aboobucker Ilmudeen
Keyword(s):  
Firm Performance ◽  
It Governance ◽  
It Investment ◽  
It Alignment ◽  
Governance Practices ◽  
Performance Context ◽  
Business It Alignment ◽  
Role Of It ◽  
It Practices

Although the multifaceted effects of managing or governing IT have been taken into consideration in both practice and theoretical debate, the mechanism through which these bring firm performance is yet unclear and limited. Drawing on the resource-based theory and the process theory, this chapter aims to systematically review the antecedents of business-IT alignment on the firm performance context. The findings of this study show that the business-IT alignment is derived from IT governance practices and managing IT investment to achieve firm performance. This study proposes that the firm performance cannot be attained by merely investing in IT; instead, firms should focus on effective management of IT practices and strategically align their business and IT strategies.

scholarly journals Automated portfolio rebalancing: Automatic erosion of investment performance?

2020 ◽  
Vol 21 (6) ◽  
pp. 489-505
Author(s):  
Matthias Horn ◽  
Andreas Oehler
Keyword(s):  
Real Estate ◽  
Empirical Analysis ◽  
Real World ◽  
Portfolio Performance ◽  
Investment Performance ◽  
Portfolio Rebalancing ◽  
Socioeconomic Characteristics ◽  
Household Finances ◽  
Deutsche Bundesbank ◽  
The Empirical Analysis

Abstract Robo-advisers enable investors to establish an automated rebalancing strategy for a portfolio usually consisting of stocks and bonds. Since households’ portfolios additionally include further frequently tradable assets like real estate funds, articles of great value and cash(-equivalents), we analyze whether households would benefit from a service that automatically rebalances a portfolio which additionally includes the latter assets. In contrast to previous studies, this paper relies on real-world household portfolios, which are derived from the German central bank’s (Deutsche Bundesbank) Panel on Household Finances (PHF)-Survey. We compute the portfolio performance increase/decrease that households would have achieved by employing rebalancing strategies instead of a buy-and-hold strategy in the period from September 2010 to July 2015 and analyze whether subsamples of households with certain sociodemographic and socioeconomic characteristics would have benefited more from portfolio rebalancing than other household subsamples. The empirical analysis shows that the analyzed German households would not have benefited from an automated rebalancing service and that no subgroup of households would have significantly outperformed another subgroup in the presence of rebalancing strategies.

Affordability of public pension benefit: a historical and empirical analysis of US state and local government pension contributions

2015 ◽  
Vol 16 (1) ◽  
pp. 21-42 ◽  
Author(s):  
JUN PENG ◽  
QIUSHI WANG
Keyword(s):  
Empirical Analysis ◽  
Historical Analysis ◽  
State Level ◽  
Public Pension ◽  
Pension Benefit ◽  
Investment Performance ◽  
State And Local ◽  
Public Workforce ◽  
Pension Contribution ◽  
Pension Benefits

AbstractAs a result of the two severe stock market declines since 2000, there has been a steady debate about the affordability of state and local public pension benefits. We measured the affordability of pension benefits in terms of governments’ ability to make the required contributions based on existing tax and revenue bases. We conducted a historical analysis of government pension contributions at national and state level over a 20-year period 1992–2011 and found that the real pension burdens have increased over this period. We also found substantial variation in pension burdens among the 50 states. The results of our empirical analysis showed that employee contribution share, investment return, size of the public workforce, and pension benefit level had significant effects on pension burdens. Based on these findings, we proposed several strategies for reducing pension burdens, including increasing employee pension contribution, reducing size of workforce, and improving pension investment performance.

scholarly journals Analisis Tata Kelola Dan Perencanaan Investasi Teknologi Informasi Dengan Metode Cobit Dan Val It

2019 ◽  
Vol 5 (1) ◽  
pp. 105-112
Author(s):  
Yayan Hendrian
Keyword(s):  
Information Technology ◽  
Portfolio Management ◽  
Business Strategy ◽  
Technology Development ◽  
It Governance ◽  
Development Project ◽  
Investment Planning ◽  
Maturity Level ◽  
It Investment ◽  
Technology Governance

Abstract  - IT Governance and the development of appropriate information technology, aligned with business strategy and in accordance with the target is a priority, but often development projects are not expected to match the even, there are many information technology development project  failure or canceled  in the middle of the road. That's because information technology governance and IT investment planning are not good. It is necessary to analysis  IT  governenace and  planning of  IT investment. The selected sample is PT. Candi Malindo Bangkit with five (5) respondents involved. Tools in this study using the COBIT  framework  for data  and  opinions about IT governance and Val IT  for  IT  investment  planning. The  selected  domain from the COBIT  framework are  DS4 (continuous service),  DS5 (information system security) and  DS11 (data management), and  the domain of Val IT are Value Governance (VG), Portfolio Management (PM) and Investment Management (IM) . Then based  on  the analysis can be known maturity level of IT governance and IT investment  planning. The analysis shows  that  the current  PT. Candi Malindo Bangkit still at maturity level 1 (one) or at the level of the initial/Adhoc which means IT governance and IT investment planning has been no standardization  process, yet organized  and  implemented  based  on  the  needs  of  a  sudden.Keywords: Audit, IT  Governance,  COBIT,  Val IT

The Evolution of IT Governance at NB Power

2011 ◽  
pp. 343-356 ◽  
Author(s):  
Joanne Callahan ◽  
Cassio Bastos ◽  
Dwayne Keyes
Keyword(s):  
Service Provider ◽  
It Governance ◽  
Diagnostic Study ◽  
It Investment ◽  
It Investments ◽  
Governance Framework ◽  
It Service ◽  
It Support

IT and business are inextricable linked. It is incomprehensible to think the two should ever again be independent. IT Governance will penetrate how IT is executed, as organizations like NB Power endeavor to become better at governing and managing their IT investments. NB Power, in 1998, implemented an IT Governance framework. Through IT Governance the organization was able to address the results of a diagnostic study on their internal IT service provider who was attempting to respond to a seemingly endless list of requests for IT support. Four years later, factors critical to the success of implementing an IT Governance framework are evident. The IT Governance framework is still evolving, but the organization is now well positioned to take advantage of its IT investment.

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