COMPUTER PROGRAM FOR PROVIDING INFORMATION ACCORDING TO EACH SUBSCRIBER OF DEFINED CONTRIBUTORY PENSION

摘要

PROBLEM TO BE SOLVED: To provide information for supporting asset allocation and brand selection according to the understanding for the investment of a pension subscriber.;SOLUTION: In a brand blend preprocess, a parameter necessary for calculation using an MPT theory, and in a fund blend phase an effect function is derived based on the profiling of the subscriber. In a brand blend determination phase, an optimization based on the MPT is performed to select a combination of styles for every asset class, the brand selection is performed for every asset class, and the brand allocation is then based on the profiling of the subscriber and the selection of the pattern.;COPYRIGHT: (C)2005,JPO&NCIPI