Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2011-08-02
2011-08-02
Weisberger, Richard C (Department: 3693)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S035000
Reexamination Certificate
active
07991674
ABSTRACT:
The present invention discloses an investment allocation system for managing investment return and risk and method thereof. The investment allocation system comprises a storage unit, a return rate computation unit, a standard deviation computation unit, an operation unit, and an allocation process unit. The storage unit stores a threshold, first data sets, and second data sets. The return rate computation unit transforms the data sets into return rate sequences. The standard deviation computation unit transforms the return rate sequences into standard deviation sequences. The threshold is assigned to the first standard deviation sequence in order to obtain a corresponding kth-quantile thereof. Further, an operation unit locates an object according in the kth-quantile into the second standard deviation sequence. The operation unit further processes the second standard deviation sequence to obtain a robustness index. Also, an allocation process unit allocates assets by processing the robustness indexes.
REFERENCES:
patent: 2005/0171893 (2005-08-01), Gaer
patent: 2006/0200400 (2006-09-01), Hunter et al.
DIALOG(R)File 148:Gale Group Trade & Industry DB (c) 2011 Gale/Cengage.. 0028129860 Supplier No. 226362193 Volatility exposure for strategic asset allocation.Briere, Marie; Burgues, Alexandre; Signori, Ombretta Journal of Portfolio Management , 36. 3 , 1.
Shih Chun-Ming
Sifeon Knowledge-Technology
Weisberger Richard C
LandOfFree
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