Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2005-06-28
2005-06-28
Poinvil, Frantzy (Department: 3628)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S037000
Reexamination Certificate
active
06912509
ABSTRACT:
A system for and method of investing a lump sum amount in order to return N periodic installments at a specified confidence level. A set of candidate investment instruments is selected from a universe of investment instruments. Data regarding the returns of the candidate investment vehicles during preceding periods is collected. Based on the data, minimum expected returns at the confidence level (MER) from each investment vehicle at the return date of each installment is compiled. Investment vehicles are selected for each of the N periods, with the selection criteria maximizing the MER for each of the respective periods. A normalization factor is developed that is based on the MERs of the selected investment vehicles, for the associated respective periods. An amount is allocated to each selected investment vehicle, and the allocated amount is established in accordance with a respective investment factor attributed to each investment vehicle, where the investment factor is based on the MER of the investment vehicle at a corresponding installment date.
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<<Active Management>> Thomas, Lee R., III, Journal of Portfolio Management, v26, Issue 2, pp25-342, Year 2000.
Brooks Kenneth C.
Poinvil Frantzy
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