Method and system for multiple portfolio optimization
US7853510B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Apr 3, 2007 |
| Grant date | Dec 14, 2010 |
| Priority date | — |
| Expiry date | Oct 28, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Methods and systems for optimizing a plurality of portfolios, each portfolio including one or more shares of one or more tradable assets, and may include the steps of: receiving asset data associated with the plurality of the portfolios; receiving one or more optimization constraints including at least one global constraint defining a constraint to be applied across an aggregate of the plurality of portfolios; for each portfolio, optimizing the asset data based on the one or more optimization constraints to create optimized portfolio data; aggregating the optimized portfolio data to create aggregate optimized asset data; determining if the aggregate optimized asset data satisfies the at least one global constraint; and only if the at least one global constraint is satisfied, outputting the optimized asset data.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.