Stratified composite portfolios of investment securities
US9098878B2 · kind B2 · utility
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3References
30Claims
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Key dates
| Filing date | Jan 23, 2015 |
| Grant date | Aug 4, 2015 |
| Priority date | — |
| Expiry date | Jan 23, 2035 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F16/287
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A stratified composite portfolio can be formed by selecting a group of investment securities, stratifying them according to attributes that correlate to a specific asset risk, and assigning relative portfolio weights to the components based on their stratified positions. The attributes are selected from a universe of possible values. Further positive and negative biases can be applied at any arbitrary point or stratified position, including to individual assets, groups of arbitrarily selected assets, or arbitrary stratification positions.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.