| 摘要 |
PROBLEM TO BE SOLVED: To solve such problems that a stratified sampling method has a flaw that the price fluctuation of each class is typified by a small number of securities, accordingly, there is a case where the selected securities do not fulfill the roll of typifying or the method can not determine a security-specific investment ratio even at the best, a complete method has a flaw of producing a tracking error due to the mismatch of fraction parts existing in the trading unit of security, and an optimization technique seeks the security-specific investment ratio according to past price movements and, accordingly, the techniques are not adaptable to current situations. SOLUTION: An input device 2 and a display device 3 are connected to a personal computer 1, which incorporates a memory function 1a, a computing function 1b, a partitioning function 1c, an optimization function 1d, a combination function 1e and an organization function 1f. |
