1 AIT Asian Institute of Technology

A decision support system for portfolio management

AuthorWaree Kulkitvanich
Call NumberAIT Thesis no.CA-83-8
Subject(s)Investments--Decision making

NoteA thesis submitted in partial fulfillment of the requirements for the degree of Master of Science
PublisherAsian Institute of Technology
AbstractThis study presents the development of a computerized Portfolio Management System (PMS) for the Analysis and Investment Management Section of the Bank of Thailand. The existing portfolio management was studied to identify the work flow as well as requirements for the new system. These requirements together with several additional portfolio methods are incorporated in the present design. The proposed PMS is designed and implemented as a decision support system. An important part of the system is a provision of framework for the user to specify the relevant assumptions about his operations, to test the basic model with various set of data and to obtain the corresponding results rapidly and easily. Attempt has also been made to make the system easy and convenient to use, especially for the novice users.
Year1983
TypeThesis
SchoolSchool of Engineering and Technology (SET)
DepartmentDepartment of Information and Communications Technologies (DICT)
Academic Program/FoSComputer Application (CA)
Chairperson(s)Kanchit Malaivongs;
Examination Committee(s)Huynh Ngoc Phien;Tang, John C. S.;
Scholarship Donor(s)Bank of Thailand;
DegreeThesis (M.Sc.) - Asian Institute of Technology


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