KR20060123116A - 자산 배분을 위한 방법 및 시스템 - Google Patents

자산 배분을 위한 방법 및 시스템 Download PDF

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Publication number
KR20060123116A
KR20060123116A KR1020067006927A KR20067006927A KR20060123116A KR 20060123116 A KR20060123116 A KR 20060123116A KR 1020067006927 A KR1020067006927 A KR 1020067006927A KR 20067006927 A KR20067006927 A KR 20067006927A KR 20060123116 A KR20060123116 A KR 20060123116A
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South Korea
Prior art keywords
risk
asset class
portfolio
investment
alternative
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Ceased
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KR1020067006927A
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English (en)
Korean (ko)
Inventor
더그 알 던다스
피게이레도 루이 드
폴 골드화이트
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시티 뱅크, 엔.에이.
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Publication of KR20060123116A publication Critical patent/KR20060123116A/ko
Ceased legal-status Critical Current

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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
    • G06Q40/06—Asset management; Financial planning or analysis
    • 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
    • G06Q40/10—Tax strategies

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  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Technology Law (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Economics (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
KR1020067006927A 2003-09-11 2004-09-13 자산 배분을 위한 방법 및 시스템 Ceased KR20060123116A (ko)

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US50183303P 2003-09-11 2003-09-11
US60/501,833 2003-09-11
US51833203P 2003-11-10 2003-11-10
US60/518,332 2003-11-10

Publications (1)

Publication Number Publication Date
KR20060123116A true KR20060123116A (ko) 2006-12-01

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ID=34316497

Family Applications (1)

Application Number Title Priority Date Filing Date
KR1020067006927A Ceased KR20060123116A (ko) 2003-09-11 2004-09-13 자산 배분을 위한 방법 및 시스템

Country Status (10)

Country Link
US (2) US7599872B2 (enExample)
EP (1) EP1664975A4 (enExample)
JP (1) JP2007505411A (enExample)
KR (1) KR20060123116A (enExample)
AU (1) AU2004272206A1 (enExample)
BR (1) BRPI0414342A (enExample)
CA (1) CA2538815A1 (enExample)
IL (1) IL174275A0 (enExample)
MX (1) MXPA06002848A (enExample)
WO (1) WO2005026917A2 (enExample)

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KR100889278B1 (ko) * 2007-03-16 2009-03-19 주식회사 신한은행 고객별 수익성 산출 방법 및 시스템과 서버 및 이를 위한기록매체
KR101139626B1 (ko) * 2011-12-07 2012-04-27 우리투자증권 주식회사 운용과정 기반의 포트폴리오 리스크 평가 방법 및 시스템
US11587172B1 (en) 2011-11-14 2023-02-21 Economic Alchemy Inc. Methods and systems to quantify and index sentiment risk in financial markets and risk management contracts thereon

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US7428508B2 (en) * 2004-09-10 2008-09-23 Chicago Mercantile Exchange System and method for hybrid spreading for risk management
US7430539B2 (en) * 2004-09-10 2008-09-30 Chicago Mercantile Exchange System and method of margining fixed payoff products
US7426487B2 (en) * 2004-09-10 2008-09-16 Chicago Mercantile Exchange, Inc. System and method for efficiently using collateral for risk offset
US7593877B2 (en) 2004-09-10 2009-09-22 Chicago Mercantile Exchange, Inc. System and method for hybrid spreading for flexible spread participation
US7769667B2 (en) 2004-09-10 2010-08-03 Chicago Mercantile Exchange Inc. System and method for activity based margining
US7783547B1 (en) * 2004-12-10 2010-08-24 HedgeCity Corporation System and method for determining hedge strategy stock market forecasts
US20070294158A1 (en) * 2005-01-07 2007-12-20 Chicago Mercantile Exchange Asymmetric and volatility margining for risk offset
US8108281B2 (en) * 2005-01-07 2012-01-31 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US8738490B2 (en) 2005-01-07 2014-05-27 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US8069109B2 (en) * 2005-01-07 2011-11-29 Chicago Mercantile Exchange Inc. System and method for using diversification spreading for risk offset
US8103578B2 (en) * 2005-01-07 2012-01-24 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US20060212376A1 (en) * 2005-03-21 2006-09-21 Perspective Partners Systems and methods for real-time, dynamic multi-dimensional constraint analysis of portfolios of financial instruments
US20060253356A1 (en) * 2005-05-05 2006-11-09 Cogent Partners, Lp Methods and devices for displaying and communicating complex financial information
US7756768B2 (en) * 2005-07-01 2010-07-13 Rbc Capital Markets Corporation Exposure driven index
US7822668B1 (en) * 2005-10-31 2010-10-26 Peter Benda Tool for hedging real estate ownership risk using financial portfolio theory and hedonic modeling
US7970684B1 (en) * 2005-10-31 2011-06-28 Peter Benda Fund for hedging real estate ownership risk using financial portfolio theory and data feed for analyzing the financial performance of a portfolio that includes real estate
JP4804147B2 (ja) * 2006-01-05 2011-11-02 大阪瓦斯株式会社 契約支援システム
US20080016008A1 (en) * 2006-07-11 2008-01-17 Siegel Richard J Principal guaranteed savings and investment system and method
TWI329286B (en) * 2006-08-24 2010-08-21 Sifeon Knowledge Technology Investment allocation system, analysis module and method thereof
TWI321762B (en) * 2006-08-24 2010-03-11 Sifeon Knowledge Technology Investment allocation system, analysis module and method thereof
TWI333173B (en) * 2006-08-24 2010-11-11 Sifeon Knowledge Technology Pioneering Ltd Company Investment allocation system and method thereof, analysis module for calculating adaptivity of financial assets and method thereof
US7680717B2 (en) * 2006-09-01 2010-03-16 Cabot Research, Llc Hypothetical-portfolio-return determination
US7848987B2 (en) * 2006-09-01 2010-12-07 Cabot Research, Llc Determining portfolio performance measures by weight-based action detection
US7756769B2 (en) * 2006-09-01 2010-07-13 Cabot Research, Llc Portfolio-performance assessment
WO2008137735A2 (en) * 2007-05-04 2008-11-13 Jason Galanis Access for non-accredited investor to simulated hedged and leveraged investments through exempt variable rate term deposit vehicles
US8185464B1 (en) * 2007-09-14 2012-05-22 The Vanguard Group, Inc. Method of making distributions from an investment fund
US20100179921A1 (en) * 2009-01-09 2010-07-15 American International Group, Inc. Behavior based pricing for investment guarantee insurance
US20100217725A1 (en) * 2009-02-24 2010-08-26 Clyne Miles A Apparatus for automatic financial portfolio monitoring and associated methods
US20090313177A1 (en) * 2009-03-13 2009-12-17 Whitmyer Jr Wesley W System for determining and balancing actual asset allocation
US8131634B1 (en) 2009-09-15 2012-03-06 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
US8321333B2 (en) 2009-09-15 2012-11-27 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
US8401950B2 (en) * 2010-01-25 2013-03-19 Fair Isaac Corporation Optimizing portfolios of financial instruments
US20140379612A1 (en) * 2010-04-02 2014-12-25 Rory Mulvaney Leveraging to Minimize the Expected Inverse Assets
US20110264473A1 (en) * 2010-04-22 2011-10-27 Christopher Blair Abreu System and method for providing risk management for variable annuity contracts
US10453140B2 (en) * 2010-11-04 2019-10-22 New York Life Insurance Company System and method for allocating traditional and non-traditional assets in an investment portfolio
US8725618B1 (en) * 2012-11-09 2014-05-13 Manulife Asset Management (US) LLC System and method for de-risking a pension fund
US9940683B2 (en) 2013-07-31 2018-04-10 Elwha Llc Managing a risk of a liability that is incurred if a subject treated for a condition is retreated within a specified time period
US20150039486A1 (en) * 2013-07-31 2015-02-05 Elwha Llc Generating a description of, and an offer to transfer or a solicitation of an offer to acquire, an asset that includes at least one retreatment contract
US11037244B1 (en) 2017-03-03 2021-06-15 Wells Fargo Bank, N.A. Computerized portfolio management tool
CN107767254A (zh) * 2017-09-30 2018-03-06 平安科技（深圳）有限公司 电子装置、评估方法及计算机可读存储介质
CN113962801B (zh) * 2021-10-28 2024-12-24 建信金融科技有限责任公司 一种资产配置方法、系统及装置
US20230306520A1 (en) * 2022-03-22 2023-09-28 Blackrock, Inc. Systems and methods for resource allocation in a dynamic system
CN121094969B (zh) * 2025-08-19 2026-04-17 上海日翼科技有限公司 基于智能数据分析的不良资产处置优化系统及方法

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CA2290888A1 (en) * 1999-11-26 2001-05-26 Algorithmics International Corp. Risk management, pricing and portfolio makeup system and method
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JP2002109207A (ja) * 2000-09-28 2002-04-12 Nissay Asset Management Corp ポートフォリオのＶａＲ計測システム
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JP2003223555A (ja) * 2001-11-21 2003-08-08 Daiwa Securities Group Inc ポートフォリオ構築支援装置およびプログラム
US7085738B2 (en) * 2002-03-05 2006-08-01 Protégé Partners LLC Method and system for creating and operating an investable hedge fund index fund
US7346569B2 (en) * 2002-04-10 2008-03-18 Richard E. Oberuc Method and apparatus for producing time variant asset allocation
US20050015326A1 (en) * 2003-06-11 2005-01-20 Terry Lee N. Methods and systems for facilitating investment in real estate

Cited By (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
KR100889278B1 (ko) * 2007-03-16 2009-03-19 주식회사 신한은행 고객별 수익성 산출 방법 및 시스템과 서버 및 이를 위한기록매체
US11587172B1 (en) 2011-11-14 2023-02-21 Economic Alchemy Inc. Methods and systems to quantify and index sentiment risk in financial markets and risk management contracts thereon
US11593886B1 (en) 2011-11-14 2023-02-28 Economic Alchemy Inc. Methods and systems to quantify and index correlation risk in financial markets and risk management contracts thereon
US11599892B1 (en) 2011-11-14 2023-03-07 Economic Alchemy Inc. Methods and systems to extract signals from large and imperfect datasets
US11854083B1 (en) 2011-11-14 2023-12-26 Economic Alchemy Inc. Methods and systems to quantify and index liquidity risk in financial markets and risk management contracts thereon
US11941645B1 (en) 2011-11-14 2024-03-26 Economic Alchemy Inc. Methods and systems to extract signals from large and imperfect datasets
US12373890B1 (en) 2011-11-14 2025-07-29 Economic Alchemy Inc. Methods and systems to quantify and index correlation risk in financial markets and risk management contracts thereon
KR101139626B1 (ko) * 2011-12-07 2012-04-27 우리투자증권 주식회사 운용과정 기반의 포트폴리오 리스크 평가 방법 및 시스템

Also Published As

Publication number Publication date
US20050171883A1 (en) 2005-08-04
AU2004272206A1 (en) 2005-03-24
EP1664975A2 (en) 2006-06-07
US7599872B2 (en) 2009-10-06
MXPA06002848A (es) 2006-06-23
BRPI0414342A (pt) 2006-11-07
US20100010938A1 (en) 2010-01-14
WO2005026917A2 (en) 2005-03-24
CA2538815A1 (en) 2005-03-24
WO2005026917A3 (en) 2006-09-28
EP1664975A4 (en) 2008-04-23
JP2007505411A (ja) 2007-03-08
IL174275A0 (en) 2006-08-01

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