Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2007-06-19
2007-06-19
Kazimi, Hani M. (Department: 3624)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S035000
Reexamination Certificate
active
09455916
ABSTRACT:
In a method of providing a portfolio by combining a plurality of financial instruments for a prefixed operating period, there are included a setting step of systematically setting up beforehand a plurality of fluctuation scenarios of market prices related to said instruments, a simulation step of making profit and loss simulation in the future for each one of said plurality of fluctuation scenarios, by using first parameters representing said fluctuation scenarios and second parameters representing characteristics of market, an optimizing step of configuring the optimum portfolio out of the set of portfolios which have been reduced in the preceding step, and a step of making a presentation as the optimum portfolio together with the whole or a part of said fluctuation scenarios.
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Arita Akihiro
Takeda Shinichi
Buchanan & Ingersoll & Rooney PC
Kazimi Hani M.
RG Asset Management Co., Ltd.
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