For and method of providing portfolio risk information to investors without revealing position information
US8924274B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Dec 10, 2008 |
| Grant date | Dec 30, 2014 |
| Priority date | — |
| Expiry date | Sep 19, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A system for and method of providing investors with risk information regarding a portfolio, while protecting a strategy associated with the portfolio from public disclosure, is presented. The information allows investors to calculate a variety of risk statistics at virtually any level of granularity in analyzing divisions of the portfolio. The system and method also provide benefits for portfolio managers. Specifically, a portfolio manager may release detailed simulated returns, from which investors may calculate a variety of risk statistics, without revealing position information sufficient for the investors to reverse engineer a strategy associated with the portfolio.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.