APPLICATION OF VALUE AT RISK MODEL IN TECHNOLOGICAL INVESTMENT PORTFOLIO MANAGEMENT – A CASE STUDY OF IN IRANIAN PETROLEUM INDUSTRY

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FASSIHI SEYED FARHANG; SEYED ESFAHANI MIRMAHDI; DAVOUD POUR HAMID

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Journal: Journal of Improvement management Year:2012 | Volume:5 | Issue:3 (14) Page(s): 23-41

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Title

APPLICATION OF VALUE AT RISK MODEL IN TECHNOLOGICAL INVESTMENT PORTFOLIO MANAGEMENT – A CASE STUDY OF IN IRANIAN PETROLEUM INDUSTRY

Author(s)

FASSIHI SEYED FARHANG | SEYED ESFAHANI MIRMAHDI | DAVOUD POUR HAMID | Issue Writer Certificate

Keywords

TECHNOLOGY PORTFOLIOQ2

RISK MANAGEMENTQ2

VALUE AT RISK (VAR)Q1

RETURN ON INVESTMENTQ3

TECHNOLOGICAL INVESTMENTQ2

Abstract

Technology is a foundation for developing products & services and therefore it is considered as an infrastructure for achieving organizational objectives and strategies. TECHNOLOGY PORTFOLIO is a rather recent and popular approach in the literature of technology management. The problem of TECHNOLOGY PORTFOLIO management is to find the appropriate distribution of capital & resources among a set of technologies, provides the highest effectiveness in accessing the organizational goals. In recent years various factors & criteria are proposed by experts for selection and management of TECHNOLOGY PORTFOLIOs. This paper, while providing a brief overview on common factors and criteria for TECHNOLOGY PORTFOLIO selection and by introducing a set of tailored criteria for TECHNOLOGY PORTFOLIO selection in a subsector of Iranian oil & gas industry, develops a new model based on the very well-known “Value at Risk” model. VaR originates from the literature of financial management and we have applied it in TECHNOLOGY PORTFOLIO selection by redefining the concepts of risk and return of investments in alignment with technology management and in the general framework of portfolio theorem. The introduced model enables decision makers of TECHNOLOGICAL INVESTMENTs to calculate the capability of TECHNOLOGY PORTFOLIOs in supporting the organizational objectives.

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APA: Copy

FASSIHI, SEYED FARHANG, SEYED ESFAHANI, MIRMAHDI, & DAVOUD POUR, HAMID. (2012). APPLICATION OF VALUE AT RISK MODEL IN TECHNOLOGICAL INVESTMENT PORTFOLIO MANAGEMENT – A CASE STUDY OF IN IRANIAN PETROLEUM INDUSTRY. BEHBOOD MODIRIAT, 5(3 (14)), 23-41. SID. https://sid.ir/paper/220582/en

Vancouver: Copy

FASSIHI SEYED FARHANG, SEYED ESFAHANI MIRMAHDI, DAVOUD POUR HAMID. APPLICATION OF VALUE AT RISK MODEL IN TECHNOLOGICAL INVESTMENT PORTFOLIO MANAGEMENT – A CASE STUDY OF IN IRANIAN PETROLEUM INDUSTRY. BEHBOOD MODIRIAT[Internet]. 2012;5(3 (14)):23-41. Available from: https://sid.ir/paper/220582/en

IEEE: Copy

SEYED FARHANG FASSIHI, MIRMAHDI SEYED ESFAHANI, and HAMID DAVOUD POUR, “APPLICATION OF VALUE AT RISK MODEL IN TECHNOLOGICAL INVESTMENT PORTFOLIO MANAGEMENT – A CASE STUDY OF IN IRANIAN PETROLEUM INDUSTRY,” BEHBOOD MODIRIAT, vol. 5, no. 3 (14), pp. 23–41, 2012, [Online]. Available: https://sid.ir/paper/220582/en

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