Looking for breakthrough ideas for innovation challenges? Try Patsnap Eureka!

Method and system for asset allocation

An asset and traditional technology, applied in the field of asset allocation and systems, can solve problems such as limited models and investment illiquidity

Inactive Publication Date: 2007-12-26
CITIBANK
View PDF0 Cites 3 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0010] First question: real estate holdings, credit structure (buying bond portfolios and looking to grow yield by collateralizing assets to buy more securities) and investments in venture capital, debt buyouts and other types of private equity are illiquid of
State-of-the-art models limited to traditional or liquid components of the portfolio

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • Method and system for asset allocation
  • Method and system for asset allocation
  • Method and system for asset allocation

Examples

Experimental program
Comparison scheme
Effect test

Embodiment Construction

[0041] As stated, detailed features and embodiments of the invention are disclosed herein. It is to be understood, however, that the features and embodiments disclosed are merely exemplary of the invention, which may be practiced in many alternative ways. The figures are not necessarily to scale, some features may be exaggerated or minimized to show details of particular components. Therefore, specific structural and functional details disclosed herein, and any specific combination of these details, are not to be interpreted as limiting, but merely as a basis for the claims and as representative examples to enable one skilled in the art to variously practice the invention. Base.

[0042] Embodiments of the present invention will now be described in detail, and examples of the invention are shown in the accompanying drawings, each example being provided by way of explanation of the invention, not limitation of the invention. It will be apparent to those skilled in the art tha...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

PUM

No PUM Login to View More

Abstract

A method and system of matching an investor's objectives for portfolio investment return and risk with an assessment of a range of expected returns and risks that are likely to be generated by investment portfolios consisting at least in part of alternative asset classes that involves, for example, selecting available historical data for a plurality of alternative asset classes, unsmoothing the historical data based at least in part on historical data for traditional asset classes related to the respective alternative asset classes, and correcting the historical data for the alternative asset classes for an impact of survivorship and selection biases. A forecast of an expected return and risk is computed for each of the alternative asset classes, based at least in part on the unsmoothed and corrected historical data for the alternative asset classes, and at least one of the alternative asset classes that has an expected return and risk that corresponds substantially to the investor's objectives for portfolio investment return and risk is identified for inclusion in the investment portfolio.

Description

[0001] priority application [0002] This application claims U.S. Provisional Application No. 60 / 501,833, filed September 11, 2003, entitled "WHOLENET WORTH ASSET ALLOCATION" and filed November 10, 2003, entitled "METHOD OF ASSET ALLOCATION" and SYSTEM (METHOD AND SYSTEM FOR ASSET ALLOCATION)", the entire contents of which are hereby incorporated by reference. technical field [0003] The present invention generally relates to a method and system that provides investors with a single unified framework of the amount of assets they should hold for each asset class. More specifically (but not limitedly), the present invention is an asset allocation method and system that enables optimization of virtually all investable asset classes (whether liquid or illiquid, traditional or alternative). Background technique [0004] With the development of modern portfolio theory, the views of investment managers and investors on the portfolio of various investments have changed dramaticall...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

Application Information

Patent Timeline
no application Login to View More
Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/00G06Q40/06
Inventor 道格·R.·邓达斯鲁伊·德菲格雷多保罗·戈德怀特
Owner CITIBANK
Who we serve
  • R&D Engineer
  • R&D Manager
  • IP Professional
Why Patsnap Eureka
  • Industry Leading Data Capabilities
  • Powerful AI technology
  • Patent DNA Extraction
Social media
Patsnap Eureka Blog
Learn More
PatSnap group products

Browse by: Latest US Patents, China's latest patents, Technical Efficacy Thesaurus, Application Domain, Technology Topic, Popular Technical Reports.

© 2024 PatSnap. All rights reserved.Legal|Privacy policy|Modern Slavery Act Transparency Statement|Sitemap|About US| Contact US: help@patsnap.com