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MANSCI
2007
86views more  MANSCI 2007»
13 years 7 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
René Garcia, Éric Renault, Georges T...
HICSS
2007
IEEE
162views Biometrics» more  HICSS 2007»
14 years 1 months ago
Value-at-Risk in IT Services Contracts
As information systems (IS) and technology solutions become increasingly service-driven, managers are faced with the task of choosing parameters such as service-levels, pricing, a...
Robert J. Kauffman, Ryan Sougstad
IPPS
2007
IEEE
14 years 1 months ago
Integrated Risk Analysis for a Commercial Computing Service
Utility computing has been anticipated to be the next generation of computing usage. Users have the freedom to easily switch to any commercial computing service to complete jobs w...
Chee Shin Yeo, Rajkumar Buyya
SACMAT
2004
ACM
14 years 1 months ago
Using trust and risk in role-based access control policies
Emerging trust and risk management systems provide a framework for principals to determine whether they will exchange resources, without requiring a complete definition of their ...
Nathan Dimmock, András Belokosztolszki, Dav...
22
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AGILEDC
2007
IEEE
14 years 2 months ago
Establishing the Agile PMO: Managing variability across Projects and Portfolios
Our Portfolio Management Office helps to balance the demand on the firm’s resources from multiple competing and sometimes inter-dependent projects. Traditional Project/Portfolio...
Ash Tengshe, Scott Noble