No matter how good a portfolio manager is, she or he can not makes right investment decisions without the right information. It is all about data: how can many megabytes of data must be loaded into a continuously growing system, stored efficiently, and made easily accessible to all queries and to all applications? In this project, we build a decision database for managing a portfolio of fixed-income investments. We review the key features of the database architecture and describe key steps in processing the available date. In addition, we review some common analyses that are done by the portfolio manager by studying the report needed for a study of the investment duration at the sector level.

Creator

• Zeng, Hong

Contributors

• Heinricher, Arthur C.

Degree

• MS

Unit

• Mathematical Sciences

Publisher

• Worcester Polytechnic Institute

Language

• English

Identifier

• etd-053105-143623

Keyword

• database design
• architecture
• fixed-income

Advisor

• Heinricher, Arthur C.

Defense date

• 2005-05-31

Year

• 2005

Date created

• 2005-05-31

Resource type

• Thesis

Rights statement

• In Copyright

Last modified

• 2020-11-24