JP4384807B2 - 複数の参加者のポートフォリオを最適化するコンピュータ方法及び装置 - Google Patents

複数の参加者のポートフォリオを最適化するコンピュータ方法及び装置 Download PDF

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JP4384807B2
JP4384807B2 JP2000519382A JP2000519382A JP4384807B2 JP 4384807 B2 JP4384807 B2 JP 4384807B2 JP 2000519382 A JP2000519382 A JP 2000519382A JP 2000519382 A JP2000519382 A JP 2000519382A JP 4384807 B2 JP4384807 B2 JP 4384807B2
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portfolio
digital data
constraints
constraint
computer system
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JP2001522100A5 (enExample
JP2001522100A (ja
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アンドリュー アール ヤング
エヴァン ティック
ロバート シー ジュニア タウス
ヨーン チャン
ロイ イー ザ セカンド キャンベル
ジョン カ ワイ ツェ
スティーヴン ディー レディー
ヤング スプ リー
ジョン スコウクロフト
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モルガン・スタンレー
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    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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

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  • Development Economics (AREA)
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  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
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  • Operations Research (AREA)
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JP2000519382A 1997-10-31 1998-10-30 複数の参加者のポートフォリオを最適化するコンピュータ方法及び装置 Expired - Lifetime JP4384807B2 (ja)

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Application Number Priority Date Filing Date Title
US08/963,605 US6393409B2 (en) 1997-10-31 1997-10-31 Computer method and apparatus for optimizing portfolios of multiple participants
US08/963,605 1997-10-31
PCT/US1998/023180 WO1999023592A1 (en) 1997-10-31 1998-10-30 Computer method and apparatus for optimizing portfolios of multiple participants

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JP2001522100A JP2001522100A (ja) 2001-11-13
JP2001522100A5 JP2001522100A5 (enExample) 2006-01-05
JP4384807B2 true JP4384807B2 (ja) 2009-12-16

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JP2000519382A Expired - Lifetime JP4384807B2 (ja) 1997-10-31 1998-10-30 複数の参加者のポートフォリオを最適化するコンピュータ方法及び装置

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US (4) US6393409B2 (enExample)
EP (1) EP1042723A4 (enExample)
JP (1) JP4384807B2 (enExample)
AU (1) AU746102B2 (enExample)
CA (1) CA2309083A1 (enExample)
WO (1) WO1999023592A1 (enExample)

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