IDEAS home Printed from https://ideas.repec.org/a/eee/ininma/v36y2016i1p167-179.html
   My bibliography  Save this article

Organisational sustainability modelling—An emerging service and analytics model for evaluating Cloud Computing adoption with two case studies

Author

Listed:
  • Chang, Victor
  • Walters, Robert John
  • Wills, Gary Brian

Abstract

Cloud Computing is an emerging technology which promises to bring with it great benefits to all types of computing activities including business support. However, the full commitment to Cloud Computing necessary to gain the full benefit is a major project for any organisation, since it necessitates adoption of new business processes and attitudes to computing services in addition to the immediately obvious systems changes. Hence the evaluation of a Cloud Computing project needs to consider the balance of benefits and risks to the organisation in the full context of the environment in which it operates; it is not sufficient or appropriate to examine technical considerations alone.

Suggested Citation

  • Chang, Victor & Walters, Robert John & Wills, Gary Brian, 2016. "Organisational sustainability modelling—An emerging service and analytics model for evaluating Cloud Computing adoption with two case studies," International Journal of Information Management, Elsevier, vol. 36(1), pages 167-179.
    • Handle: RePEc:eee:ininma:v:36:y:2016:i:1:p:167-179
    DOI: 10.1016/j.ijinfomgt.2015.09.001
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0268401215000882
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ijinfomgt.2015.09.001?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Victor Chang & David De Roure & Gary Wills & Robert John Walters, 2011. "Case Studies and Organisational Sustainability Modelling Presented by Cloud Computing Business Framework," International Journal of Web Services Research (IJWSR), IGI Global, vol. 8(3), pages 26-53, July.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
    4. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    5. Foort HAMELINK, 2000. "Optimal International Diversification: Theory and Practice from a Swiss Investor’s Perspective," FAME Research Paper Series rp21, International Center for Financial Asset Management and Engineering.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Samir Hammami & Omar Durrah & Syed Ahsan Jamil & Mohammedosman Eltigani, 2022. "Engaging Knowledge Capabilities to Sustain the Application of Information Technology Governance in Healthcare Institutions," SAGE Open, , vol. 12(4), pages 21582440221, October.
    2. Chang, Victor & Newman, Russell & Walters, Robert John & Wills, Gary Brian, 2016. "Review of economic bubbles," International Journal of Information Management, Elsevier, vol. 36(4), pages 497-506.
    3. Newman, Russell & Chang, Victor & Walters, Robert John & Wills, Gary Brian, 2016. "Model and experimental development for Business Data Science," International Journal of Information Management, Elsevier, vol. 36(4), pages 607-617.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
    2. Zhong, Angel, 2018. "Idiosyncratic volatility in the Australian equity market," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 105-125.
    3. Bao, Te & Diks, Cees & Li, Hao, 2018. "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, vol. 68(C), pages 611-621.
    4. Kolani Pamane & Anani Ekoue Vikpossi, 2014. "An Analysis of the Relationship between Risk and Expected Return in the BRVM Stock Exchange: Test of the CAPM," Research in World Economy, Research in World Economy, Sciedu Press, vol. 5(1), pages 13-28, March.
    5. Fatemi, Ali M. & Tavakkol, Amir & Dukas, Stephen P., 1996. "Foreign exchange exposure and the pricing of exchange rate risk," Global Finance Journal, Elsevier, vol. 7(2), pages 169-189.
    6. Kerstens, Kristiaan & Mounir, Amine & de Woestyne, Ignace Van, 2011. "Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1190-1201, May.
    7. Bas Peeters & Cees L. Dert & André Lucas, 2003. "Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong," Tinbergen Institute Discussion Papers 03-090/2, Tinbergen Institute.
    8. Modigliani, Franco. & Pogue, G. A., 1973. "An introduction to risk and return concepts and evidence," Working papers 646-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    9. José Gabriel Astaiza Gómez, 2012. "El teorema de la separación de Tobin: información del primer semestre de 2008 del mercado accionario colombiano," Revista Ad-Minister, Universidad EAFIT, October.
    10. He, Zhen & O’Connor, Fergal & Thijssen, Jacco, 2022. "Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing model," Research in International Business and Finance, Elsevier, vol. 63(C).
    11. Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016. "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 282-292.
    12. Eom, Cheoljun, 2017. "Two-faced property of a market factor in asset pricing and diversification effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 190-199.
    13. Jung, Sean S. & Chang, Woojin, 2016. "Clustering stocks using partial correlation coefficients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 410-420.
    14. Lahav, Yaron & Benzion, Uri, 2022. "What happens to investment choices when interest rates change? An experimental study," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 471-481.
    15. Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015. "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 115-138.
    16. Schuhmacher, Frank & Auer, Benjamin R., 2014. "Sufficient conditions under which SSD- and MR-efficient sets are identical," European Journal of Operational Research, Elsevier, vol. 239(3), pages 756-763.
    17. Majeed, Raseena & Masih, Mansur, 2016. "Impact of macroeconomic variables on shariah stock markets: evidence from Malaysia based on ARDL approach," MPRA Paper 106118, University Library of Munich, Germany.
    18. Siebenmorgen, Niklas & Weber, Elke U. & Weber, Martin, 2000. "Communicating Asset Risk: How the format of historic volatility information affects risk perception and investment decisions," Sonderforschungsbereich 504 Publications 00-38, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    19. Huber, Christoph & Kirchler, Michael, 2023. "Experiments in finance: A survey of historical trends," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    20. Richard M. Duvall & Judith L. Quinn, 1981. "Skewness Preference In Stable Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(3), pages 249-263, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ininma:v:36:y:2016:i:1:p:167-179. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/international-journal-of-information-management .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.