| 摘要 |
A method for managing a portfolio and a system for the same are disclosed. The method for managing a portfolio comprises the steps of: allowing a portfolio management system to calculate the IRS of each of a plurality of subgroups consisting of subsets of financial products included in a portfolio; and allowing the portfolio management system to calculate the IRP of each of the financial products included in the portfolio, based on each calculated IRS, wherein the step for calculating the IRP of each of the financial products included in the portfolio includes calculating the IRP of each of the financial products included in the portfolio such that the average value of the specific financial IRS product values of each subgroup is proportional to the value of the IRP of the specific financial product. [Reference numerals] (110) Subgroup generating unit; (111) Subgroup size determining unit; (120) CRP generating unit; (130) IRS calculating unit; (140) IRP calculating unit; (150) Order processing unit |
