Segmentation and stratification of composite portfolios of investment securities
US9245299B2 · kind B2 · utility
3Cited by
31References
30Claims
0Family size
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Key dates
| Filing date | Jul 16, 2015 |
| Grant date | Jan 26, 2016 |
| Priority date | — |
| Expiry date | Jul 16, 2035 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A stratified or segmented composite portfolio can be formed by selecting a group of investment securities, stratifying or segmenting them according to attributes that correlate to a specific asset risk, and assigning relative portfolio weights to the components based on their stratified or segmented positions. The attributes are selected from a universe of possible values. Further positive and negative biases can be applied at any arbitrary point or position, including to individual assets, groups of arbitrarily selected assets, or arbitrary positions.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.