The construction of a superior IT portfolio remains an open research question in prior literature. For addressing this gap, we investigate two unique characteristics of IT investment projects that may make it more or less likely to construct a superior IT portfolio in this study. We are mainly grounded on the modern portfolio theory to develop propositions regarding the relationships among such characteristics and their impacts on IT portfolio construction performance. Our methodology combines optimization modeling, real-world data, numerical simulation (Monte Carlo), and computational experiment. One main finding shows that, for any set of candidate IT investment projects, their attribute diversity and investment granularity could jointly influence the resultant IT portfolio construction performance. Even when a very tight budget is provided, a set of candidate IT investment projects with higher diversity and granularity would still generate a superior IT portfolio. In other words, the diversity and granularity of IT portfolio construction candidates can positively affect portfolio performance, although budget limits can impose a negative impact on the performance.

优质的IT产品组合的构建仍然是现有文献中的一个开放研究问题。为了解决这一差距，我们研究了IT投资项目的两个独特特征，在本研究中，它们可能或多或少地构建出卓越的IT产品组合的可能性。我们主要基于现代投资组合理论，以提出关于这些特征之间的关系及其对IT投资组合建设绩效的影响的命题。我们的方法结合了优化建模，实际数据，数值模拟（蒙特卡洛）和计算实验。一个主要发现表明，对于任何一组候选IT投资项目，其属性多样性和投资粒度都可能共同影响最终的IT组合建设绩效。即使预算很紧，一组具有更高多样性和粒度的候选IT投资项目仍将产生出色的IT产品组合。换句话说，尽管预算限制可能会对绩效产生负面影响，但IT组合构建候选者的多样性和粒度可以对组合绩效产生积极影响。