Selecting investments for a portfolio
US7870051B1 · kind B1 · utility
35Cited by
1References
41Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Jul 1, 1999 |
| Grant date | Jan 11, 2011 |
| Priority date | — |
| Expiry date | Jul 1, 2019 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method of constructing a portfolio includes receiving target allocations for different types of assets, receiving a list of investments available for inclusion in the portfolio, and selecting investments from the list of investments based on a measure of the risk-adjusted excess return of selected investments and the target allocations.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.