PORTFOLIO RISK VALUATION MATHOD BASED ON OPERATION PROCESS

摘要

PURPOSE: A management process based portfolio risk evaluation method and a system thereof are provided to offer the information with high reliability by analyzing and evaluating for the portfolio through a portfolio risk index, thereby reducing the investment risk of an investor. CONSTITUTION: A portfolio and a management policy for the portfolio are inputted(S100). An operation state for the portfolio is analyzed(S110). At least one of a strategy and a risk of the portfolio is evaluated(S120). A risk adjusted result of which risks are reflected to the earning rate of the portfolio is evaluated(S140). Predetermined specific adjustment information is selected for the operation period(S160).