JP2020190829A5 - - Google Patents
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- JP2020190829A5 JP2020190829A5 JP2019094586A JP2019094586A JP2020190829A5 JP 2020190829 A5 JP2020190829 A5 JP 2020190829A5 JP 2019094586 A JP2019094586 A JP 2019094586A JP 2019094586 A JP2019094586 A JP 2019094586A JP 2020190829 A5 JP2020190829 A5 JP 2020190829A5
- Authority
- JP
- Japan
- Prior art keywords
- variable
- normalizes
- intercept
- values
- support device
- 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.)
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Priority Applications (5)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| JP2019094586A JP7141365B2 (ja) | 2019-05-20 | 2019-05-20 | ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 |
| EP20809451.6A EP3975101A4 (en) | 2019-05-20 | 2020-04-24 | DEVICE AND METHOD TO ASSIST IN THE CREATION OF PORTFOLIOS |
| US17/611,946 US20220230252A1 (en) | 2019-05-20 | 2020-04-24 | Portfolio creation assistance device and portfolio creation assistance method |
| PCT/JP2020/017820 WO2020235300A1 (ja) | 2019-05-20 | 2020-04-24 | ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 |
| SG11202112705SA SG11202112705SA (en) | 2019-05-20 | 2020-04-24 | Portfolio creation assistance device and portfolio creation assistance method |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| JP2019094586A JP7141365B2 (ja) | 2019-05-20 | 2019-05-20 | ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 |
Publications (3)
| Publication Number | Publication Date |
|---|---|
| JP2020190829A JP2020190829A (ja) | 2020-11-26 |
| JP2020190829A5 true JP2020190829A5 (https=) | 2022-01-06 |
| JP7141365B2 JP7141365B2 (ja) | 2022-09-22 |
Family
ID=73454691
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| JP2019094586A Active JP7141365B2 (ja) | 2019-05-20 | 2019-05-20 | ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 |
Country Status (5)
| Country | Link |
|---|---|
| US (1) | US20220230252A1 (https=) |
| EP (1) | EP3975101A4 (https=) |
| JP (1) | JP7141365B2 (https=) |
| SG (1) | SG11202112705SA (https=) |
| WO (1) | WO2020235300A1 (https=) |
Family Cites Families (10)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US6078904A (en) * | 1998-03-16 | 2000-06-20 | Saddle Peak Systems | Risk direct asset allocation and risk resolved CAPM for optimally allocating investment assets in an investment portfolio |
| AU2002356073A1 (en) * | 2001-08-16 | 2003-03-03 | James Eric Damschroder | Method and apparatus for creating a visual representation of a portfolio and determining an efficient allocation |
| JP3983679B2 (ja) * | 2003-01-10 | 2007-09-26 | クォンツ・リサーチ株式会社 | ポートフォリオ算出プログラム、ポートフォリオ算出方法およびポートフォリオ算出装置 |
| JP2006134269A (ja) * | 2004-11-09 | 2006-05-25 | Kigen In | ポートフォリオ構築プログラム |
| JP2006221679A (ja) | 2005-02-08 | 2006-08-24 | Victor Co Of Japan Ltd | デジタルオーディオインターフェースの付加情報伝送方法並びに情報送信装置及び情報受信装置 |
| US7991230B2 (en) * | 2005-10-14 | 2011-08-02 | Microsoft Corporation | Modeling micro-structure for feature extraction |
| JP2009294765A (ja) * | 2008-06-03 | 2009-12-17 | Quants Research Kk | ポートフォリオ構築支援装置、ポートフォリオ構築支援プログラムおよびポートフォリオ構築支援方法 |
| JP5865457B1 (ja) * | 2014-08-29 | 2016-02-17 | 株式会社日立製作所 | 情報処理システム及び管理装置 |
| WO2016157333A1 (ja) | 2015-03-27 | 2016-10-06 | 株式会社日立製作所 | 計算機、及び演算プログラム |
| US20170323385A1 (en) * | 2016-05-09 | 2017-11-09 | Axioma, Inc. | Methods and apparatus employing hierarchical conditional variance to minimize downside risk of a multi-asset class portfolio and improved graphical user interface |
-
2019
- 2019-05-20 JP JP2019094586A patent/JP7141365B2/ja active Active
-
2020
- 2020-04-24 SG SG11202112705SA patent/SG11202112705SA/en unknown
- 2020-04-24 EP EP20809451.6A patent/EP3975101A4/en active Pending
- 2020-04-24 US US17/611,946 patent/US20220230252A1/en not_active Abandoned
- 2020-04-24 WO PCT/JP2020/017820 patent/WO2020235300A1/ja not_active Ceased
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