SYSTEM AND PROGRAM FOR DETERMINING INVESTMENT AMOUNT

摘要

PROBLEM TO BE SOLVED: To provide an investment amount determination system by which deviation of a synthetic fund comprised of a plurality of organization funds from a benchmark is minimized and realistic asset allocation is calculated.

SOLUTION: An organization fund coordinate value calculation processing means 24 calculates values of coordinates of each organization fund on a style map using the organization funds stored in an attribute value storage means 62 and a benchmark storage means 65 and style weight of the benchmark. An investment amount determination processing means 25 selects an investment unit amount to each organization fund from among the plurality of investment unit amounts stored in an investment unit amount storage means 64, calculates a coordinate value of the synthetic fund by performing weighted average of the coordinate values of each organization fund by performing weighting using the selected investment unit amount and calculates the investment unit amount to each organization fund in which deviation from a coordinate origin of the coordinates of the synthetic fund is minimized.

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