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A decision support system for portfolio management | |
Author | Waree Kulkitvanich |
Call Number | AIT Thesis no.CA-83-8 |
Subject(s) | Investments--Decision making |
Note | A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science |
Publisher | Asian Institute of Technology |
Abstract | This 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. |
Year | 1983 |
Type | Thesis |
School | School of Engineering and Technology (SET) |
Department | Department of Information and Communications Technologies (DICT) |
Academic Program/FoS | Computer Application (CA) |
Chairperson(s) | Kanchit Malaivongs; |
Examination Committee(s) | Huynh Ngoc Phien;Tang, John C. S.; |
Scholarship Donor(s) | Bank of Thailand; |
Degree | Thesis (M.Sc.) - Asian Institute of Technology |