Methods for sound risk management are of increasing interest among Wall Street investment banking andbrokerage firms in the aftermath of the October 1987 crash of the stock market. We present an overview of thebasic definitions and issues related to risk, and the management of financial risk and...

Methods for sound risk management are of increasing interest among Wall Street investment banking andbrokerage firms in the aftermath of the October 1987 crash of the stock market. As the knowledge of advancedtechnology applications in risk management increases, financial firms are finding...

Data quality has been shown to be a major determinant of the value of systems that utilizeinput data feeds and transform them into valuable information under a variety of businesscontexts. For this study, we have chosen a financial risk management context to investigatethe relationship between...

Under circumstances where data quality may vary, knowledge about the potentialperformance of alternate predictive models can enable a decision maker to design aninformation system whose value is optimized in two ways. The decision maker can selecta model which is least sensitive to predictive...

Under circumstances where data quality may vary (due to inaccuracies or lack of timeliness,for example), knowledge about the potential performance of alternate predictive models can help adecision maker to design a business value-maximizing information system. This paper examines a...

Developing robust and refined measures to quantify strategic impacts is a major challenge facing researchers who seek toimprove methods for information technology (IT) investment evaluation. This paper presents a means to test for parameterheterogeneity in a model which quantifies the strategic...