AU2001265194A1 - Method and system for analyzing performance of an investment portfolio together with associated risk - Google Patents

Method and system for analyzing performance of an investment portfolio together with associated risk

Info

Publication number
AU2001265194A1
AU2001265194A1 AU2001265194A AU6519401A AU2001265194A1 AU 2001265194 A1 AU2001265194 A1 AU 2001265194A1 AU 2001265194 A AU2001265194 A AU 2001265194A AU 6519401 A AU6519401 A AU 6519401A AU 2001265194 A1 AU2001265194 A1 AU 2001265194A1
Authority
AU
Australia
Prior art keywords
investment portfolio
associated risk
analyzing performance
portfolio together
analyzing
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
AU2001265194A
Inventor
Ittai Korin
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.)
Individual
Original Assignee
Individual
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 Individual filed Critical Individual
Publication of AU2001265194A1 publication Critical patent/AU2001265194A1/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
    • G06Q40/08—Insurance
    • 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
    • G06Q40/03—Credit; Loans; Processing thereof
    • 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
AU2001265194A 2000-05-30 2001-05-29 Method and system for analyzing performance of an investment portfolio together with associated risk Abandoned AU2001265194A1 (en)

Applications Claiming Priority (5)

Application Number Priority Date Filing Date Title
US20779500P 2000-05-30 2000-05-30
US60207795 2000-05-30
US24099400P 2000-10-17 2000-10-17
US60240994 2000-10-17
PCT/US2001/017470 WO2001093164A1 (en) 2000-05-30 2001-05-29 Method and system for analyzing performance of an investment portfolio together with associated risk

Publications (1)

Publication Number Publication Date
AU2001265194A1 true AU2001265194A1 (en) 2001-12-11

Family

ID=26902592

Family Applications (1)

Application Number Title Priority Date Filing Date
AU2001265194A Abandoned AU2001265194A1 (en) 2000-05-30 2001-05-29 Method and system for analyzing performance of an investment portfolio together with associated risk

Country Status (3)

Country Link
US (1) US20020046145A1 (en)
AU (1) AU2001265194A1 (en)
WO (1) WO2001093164A1 (en)

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FR2808909B1 (en) * 2000-05-11 2005-06-03 Jean Marie Billiotte METHOD FOR CENTRALIZED STOCHASTIC SIMULATION AND TELETRANSMISSION OF PROBABLE SCENARIOS FOR THE PROBABILISTIC OPTIMIZATION OF PARAMETERS OF REMOTE INDUSTRIAL SYSTEMS
EP1388102A4 (en) * 2001-04-13 2006-03-01 Nav Technologies Inc Method and system for providing timely accurate and complete portfolio valuations
US7801788B2 (en) * 2001-05-03 2010-09-21 Charles Hillel Rosendorf Securities analysis method and system
US20020184133A1 (en) * 2001-05-31 2002-12-05 Zangari Peter J. Method and system for verifying the integrity of data in a data warehouse and applying warehoused data to a plurality of predefined analysis models
US7702563B2 (en) * 2001-06-11 2010-04-20 Otc Online Partners Integrated electronic exchange of structured contracts with dynamic risk-based transaction permissioning
JP4549589B2 (en) * 2001-09-14 2010-09-22 シルトロニック・ジャパン株式会社 Silicon semiconductor substrate and manufacturing method thereof
AU2003217737A1 (en) * 2002-01-25 2003-12-12 Bdellium Inc. Method of analyzing investments using overlapping periods
US20030172017A1 (en) * 2002-03-11 2003-09-11 Vincent Feingold High performance multi-dimensional risk engines for enterprise wide market risk management
US7120601B2 (en) 2002-06-18 2006-10-10 Ibbotson Associates, Inc. Optimal asset allocation during retirement in the presence of fixed and variable immediate life annuities (payout annuities)
US20040111350A1 (en) * 2002-08-14 2004-06-10 Water Street Advisers, Inc. Process to create market-sector investment portfolio performance indices
US7596523B2 (en) * 2002-09-09 2009-09-29 Barra, Inc. Method and apparatus for network-based portfolio management and risk-analysis
US20040088236A1 (en) * 2002-10-31 2004-05-06 Manning Kathleen E. Method and apparatus for investment consulting, benefit projection and investment analysis
US20040093294A1 (en) * 2002-11-13 2004-05-13 George Trevino Method and apparatus for providing measures of performance of the value of an asset
US8032441B2 (en) 2003-03-03 2011-10-04 Itg Software Solutions, Inc. Managing security holdings risk during portfolio trading
US7904365B2 (en) * 2003-03-03 2011-03-08 Itg Software Solutions, Inc. Minimizing security holdings risk during portfolio trading
US7844527B2 (en) * 2005-08-30 2010-11-30 Pensiondcisions Limited Method and system for measuring investment performance
US20080065522A1 (en) * 2005-09-28 2008-03-13 Keith Bayley Diffenderffer Low volatility asset allocation strategy for income and method
US8756128B2 (en) * 2007-05-30 2014-06-17 Fmr Llc Self-perpetuation of a stochastically varying resource pool
US20090125450A1 (en) * 2007-08-06 2009-05-14 Graham John Mannion Method and system for measuring investment volatility and/or investment performance
US20100217725A1 (en) * 2009-02-24 2010-08-26 Clyne Miles A Apparatus for automatic financial portfolio monitoring and associated methods
US20100287113A1 (en) * 2009-05-08 2010-11-11 Lo Andrew W System and process for managing beta-controlled porfolios
US20120191626A1 (en) * 2010-11-04 2012-07-26 Chan Ahn Methods and Systems for Generating a Forward Implied Variance Index and Associated Financial Products
WO2012118871A2 (en) * 2011-02-28 2012-09-07 Nyse Group, Inc. Apparatuses, methods and systems for a locked-in trade facilitation engine
US20140172683A1 (en) * 2012-12-14 2014-06-19 PIEtech, Inc. Loss tolerance methodology
US10922755B2 (en) 2013-06-17 2021-02-16 Intercontinental Exchange Holdings, Inc. Systems and methods for determining an initial margin
US10102581B2 (en) * 2013-06-17 2018-10-16 Intercontinental Exchange Holdings, Inc. Multi-asset portfolio simulation (MAPS)
US10706473B2 (en) 2015-05-18 2020-07-07 Optimal Asset Management Systems and methods for customizing a portfolio using visualization and control of factor exposure
US20160343079A1 (en) * 2015-05-19 2016-11-24 Optimal Assett Managegment System and methods for completing a portfolio according to a factor blend analysis
US11120503B2 (en) 2018-01-21 2021-09-14 Optimal Asset Management, Inc. Analysis and visual presentation of dataset components
CN111275557A (en) * 2020-02-28 2020-06-12 中国建设银行股份有限公司 Method and device for controlling risk of resource management

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Publication number Priority date Publication date Assignee Title
US5761442A (en) * 1994-08-31 1998-06-02 Advanced Investment Technology, Inc. Predictive neural network means and method for selecting a portfolio of securities wherein each network has been trained using data relating to a corresponding security
US5729700A (en) * 1995-02-24 1998-03-17 Meyer Melnikoff Methods and apparatus for facilitating execution of asset trades based on nonnegative investment risk, using overlapping time periods
US5784696A (en) * 1995-02-24 1998-07-21 Melnikoff; Meyer Methods and apparatus for evaluating portfolios based on investment risk
US6021397A (en) * 1997-12-02 2000-02-01 Financial Engines, Inc. Financial advisory system
US6122623A (en) * 1998-07-02 2000-09-19 Financial Engineering Associates, Inc. Watershed method for controlling cashflow mapping in value at risk determination
US6085175A (en) * 1998-07-02 2000-07-04 Axiom Software Laboratories, Inc. System and method for determining value at risk of a financial portfolio
US7831494B2 (en) * 1999-11-01 2010-11-09 Accenture Global Services Gmbh Automated financial portfolio coaching and risk management system
US6941280B1 (en) * 2000-03-27 2005-09-06 The American Stock Exchange, Llc Determining intra-day net asset value of an actively managed exchange traded fund

Also Published As

Publication number Publication date
WO2001093164A1 (en) 2001-12-06
US20020046145A1 (en) 2002-04-18

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