Title:
情報処理装置、情報処理方法、及びプログラム
Document Type and Number:
Japanese Patent JP7419126
Kind Code:
B2
Abstract:
To support the construction of an investment portfolio of bond brands which can improve investment efficiency.SOLUTION: An information processing method for supporting the construction of an investment portfolio of bond brands includes an acquisition step for acquiring a plurality of bond brands constituting a prescribed bond index, an expected profit ratio calculation step for calculating an expected profit ratio for each of the plurality of bond brands, a classification step for classifying the plurality of bond brands into a plurality of sectors, a sector weight calculation step for acquiring a sector expected profit ratio for each of the plurality of sectors on the basis of the expected profit ratio of each bond brand, and calculating investment weight to each of the plurality of sectors so as to maximize the total of the sector expected profit ratios under a prescribed constraint condition, and a bond weight calculation step for calculating investment weight to each of the plurality of bond brands on the basis of the calculated investment weight to each of the plurality of sectors.SELECTED DRAWING: Figure 2
Inventors:
Tadashi Kikukawa
Ryuichi Urino
Shen Sean
Ryuichi Urino
Shen Sean
Application Number:
JP2020050237A
Publication Date:
January 22, 2024
Filing Date:
March 19, 2020
Export Citation:
Assignee:
Nomura Securities Co., Ltd.
FTSE Fixed Income LLC
FTSE Fixed Income LLC
International Classes:
G06Q40/06
Domestic Patent References:
| JP2018503927A | ||||
| JP2005500612A | ||||
| JP2005525614A | ||||
| JP2010118083A |
Attorney, Agent or Firm:
Yoshiyuki Inaba
Toshifumi Onuki
Akihiko Eguchi
Kazuhiko Naito
Toshifumi Onuki
Akihiko Eguchi
Kazuhiko Naito