AU1343297A - Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights - Google Patents

Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights

Info

Publication number
AU1343297A
AU1343297A AU13432/97A AU1343297A AU1343297A AU 1343297 A AU1343297 A AU 1343297A AU 13432/97 A AU13432/97 A AU 13432/97A AU 1343297 A AU1343297 A AU 1343297A AU 1343297 A AU1343297 A AU 1343297A
Authority
AU
Australia
Prior art keywords
dynamic
automatically modifying
constant function
weighting based
financial portfolio
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
AU13432/97A
Inventor
Erhard Robert Fernholz
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Enhanced Investment Technologies Inc
Original Assignee
Enhanced Investment Technologies Inc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Enhanced Investment Technologies Inc filed Critical Enhanced Investment Technologies Inc
Priority claimed from US08/764,232 external-priority patent/US5819238A/en
Publication of AU1343297A publication Critical patent/AU1343297A/en
Abandoned legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation or account maintenance
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Operations Research (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
AU13432/97A 1995-12-15 1996-12-13 Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights Abandoned AU1343297A (en)

Applications Claiming Priority (7)

Application Number Priority Date Filing Date Title
US021116 1979-03-16
US008698 1987-01-29
US869895P 1995-12-15 1995-12-15
US2111696P 1996-07-03 1996-07-03
US764232 1996-12-13
US08/764,232 US5819238A (en) 1996-12-13 1996-12-13 Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights
PCT/US1996/020469 WO1997022075A1 (en) 1995-12-15 1996-12-13 Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights

Publications (1)

Publication Number Publication Date
AU1343297A true AU1343297A (en) 1997-07-03

Family

ID=27358677

Family Applications (1)

Application Number Title Priority Date Filing Date
AU13432/97A Abandoned AU1343297A (en) 1995-12-15 1996-12-13 Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights

Country Status (5)

Country Link
EP (1) EP0867009A1 (en)
JP (1) JP2002502514A (en)
AU (1) AU1343297A (en)
CA (1) CA2236169A1 (en)
WO (1) WO1997022075A1 (en)

Families Citing this family (22)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6393409B2 (en) 1997-10-31 2002-05-21 Morgan Stanley Dean Witter & Co. Computer method and apparatus for optimizing portfolios of multiple participants
US6594643B1 (en) * 1997-11-14 2003-07-15 Charles C. Freeny, Jr. Automatic stock trading system
US6806977B1 (en) 1998-12-31 2004-10-19 Automated Business Companies Multiple integrated machine system
WO2000075819A2 (en) 1999-06-03 2000-12-14 Algorithmics International Corp. Risk management system and method providing rule-based evolution of a portfolio of instruments
US7870051B1 (en) 1999-07-01 2011-01-11 Fmr Llc Selecting investments for a portfolio
AU2044801A (en) 1999-11-18 2001-05-30 Netstock Direct Corporation Method and apparatus for aggregated securities brokerage service
WO2001077957A1 (en) * 2000-04-07 2001-10-18 Pershing Rules based securities order processing
JP5014550B2 (en) * 2000-05-09 2012-08-29 マウント・ルーカス・マネージメント・エルピー Method and system for generating an index of return on investment
US7379909B1 (en) 2000-10-04 2008-05-27 Tradestation Technologies, Inc. System, method and apparatus for monitoring and execution of entry and exit orders
JP2002312649A (en) * 2001-04-11 2002-10-25 Fukushima Printing Co Ltd System and method for print-on-demand order production management using web
AU2002318358A1 (en) * 2001-06-19 2003-01-02 Goldman, Sachs And Co. Foreign exchange covered warrant system and structure
US8005740B2 (en) * 2002-06-03 2011-08-23 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US7792719B2 (en) 2004-02-04 2010-09-07 Research Affiliates, Llc Valuation indifferent non-capitalization weighted index and portfolio
US8374937B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc Non-capitalization weighted indexing system, method and computer program product
US7747502B2 (en) 2002-06-03 2010-06-29 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of assets
US8374951B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc System, method, and computer program product for managing a virtual portfolio of financial objects
US8589276B2 (en) 2002-06-03 2013-11-19 Research Afiliates, LLC Using accounting data based indexing to create a portfolio of financial objects
US8639604B1 (en) 2004-10-26 2014-01-28 Invest N Retire, LLC System and method for managing tax-deferred retirement accounts
JP2008535125A (en) * 2005-04-05 2008-08-28 リーマン・ブラザーズ・インコーポレーテッド System and method for order analysis, enhancement and execution
US8065217B2 (en) 2008-02-12 2011-11-22 Bids Trading, L.P. Real-time portfolio balancing and/or optimization system and method
AU2012298732A1 (en) 2011-08-23 2014-02-27 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
AU2015209151A1 (en) * 2014-01-23 2016-08-04 Locus Lp Stratified composite portfolios of investment securities

Family Cites Families (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5101353A (en) * 1989-05-31 1992-03-31 Lattice Investments, Inc. Automated system for providing liquidity to securities markets
IE60553B1 (en) * 1989-12-21 1994-07-27 Paxlea Limited A computer system for portfolio management investment functions
EP0573991B1 (en) * 1992-06-10 2002-01-16 Cantor Fitzgerald Fixed income portfolio data processor and method for using same
EP0686926A3 (en) * 1994-05-24 1996-06-12 Ron S Dembo Method and apparatus for optimal portfolio replication

Also Published As

Publication number Publication date
CA2236169A1 (en) 1997-06-19
EP0867009A1 (en) 1998-09-30
JP2002502514A (en) 2002-01-22
WO1997022075A1 (en) 1997-06-19

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