Memory allocation failure in map container

Dear friends
Hi

I am working on an application to manage Tehran Securities Exchange
organization.
In this program, I try to manipulate a lot of institutional investors
(about 1,500,000). The Investors are a struct like this:

struct Investor {
  int ID;
  std::wstring NID;
  std::wstring Name;
  std::wstring RegNum;
  std::wstring RegDate;
  std::wstring RegProvince;
  std::wstring RegCity;
  std::wstring Type;
  std::wstring HQAddr;
  // the deblanked or squeezed info
  std::wstring sq_Name;
  std::wstring sq_RegNum;
  std::wstring sq_RegProvince;
  std::wstring sq_RegCity;
};
The investors are stored in an Access Database and I read them into
memory at the program loading time. Because, each investor is
registered in a City, I tried
to use a map container: map a city to the collection of investors:
  map<wstring, vector<Investor>*> g_Investor; // map city name to the
investors located in
For the sake of efficiency, I used pointer to vector as a value of
the map.
the following code fills the map:

void InvestorSearchEngine::FillInvestors(const vector<Investor>& m)
{
  try {
    for (vector<Investor>::const_iterator cit = m.begin(); cit !=
m.end(); ++cit) {
    if (g_Investor.find(cit->second.RegCity()) != g_Investor.end()) {
            // so, there is a node with reg. place already
       map<wstring, vector<Investor>*>::iterator it =
g_Investor.find(cit->second.RegCity());
           it->second->push_back(cit->second);
    }
    else { // the registered city is new
       vector<Investor>* vp = new vector<Investor>();
       vp->push_back(cit->second);
       g_Investor[cit->second.RegCity] = vp;
    }
    }
 }
catch(const std::bad_alloc&)
 {
  wofstream LogFile("D:/log.txt", std::ios_base::app);
    LogFile << "Memory exhausted ... " << L'\n';
  LogFile << g_Investor.max_size() << L'\n';
    LogFile.close();
}

Unfortunately, sometimes, the memory allocation is failed and the
"Memory exhauseted ..."
message was written to log file.
FYI, the max_size() function returns 119304647 as of largest possible
map.
What's wrong with my code?
I use Pentium 4 CPU 3.00 GHz, 4 GB RAM and Windows XP, Visual Studio
2008.

Please throw some light.
  -- Saeed Amrollahi