FUND CONFIGURATION DETERMINING DEVICE, FUND CONFIGURATION DETERMINING METHOD AND COMPUTER PROGRAM

摘要

PPROBLEM TO BE SOLVED: To provide a fund configuration determining device, a fund configuration determining method and a computer program for constituting an index fund that can ensure an investment interest not less than the growth of a market index over a long period of time while following the fluctuation locus of the market index. PSOLUTION: The fund configuration determining device that specifies the configuration of the index fund capable of following the fluctuation locus of the market index, based on one or more restriction conditions, stores the fluctuation locus of the market index in a storage part, computes a differential value at an optional point of time based on the stored fluctuation locus of the market index, creates a virtual fluctuation locus in which the differential value at the optional point of time is larger than the computed differential value while following the stored fluctuation locus of the market index, and determines the configuration of the index fund following the created virtual fluctuation locus. PCOPYRIGHT: (C)2007,JPO&INPIT