KR20180109113A - Method and apparatus for asset management - Google Patents

Method and apparatus for asset management Download PDF

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KR20180109113A
KR20180109113A KR1020170038217A KR20170038217A KR20180109113A KR 20180109113 A KR20180109113 A KR 20180109113A KR 1020170038217 A KR1020170038217 A KR 1020170038217A KR 20170038217 A KR20170038217 A KR 20170038217A KR 20180109113 A KR20180109113 A KR 20180109113A
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investment
asset
allocation
priority
asset management
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KR1020170038217A
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KR101951340B1 (en
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김우창
권도균
이용재
김장호
린창러
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한국과학기술원
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Priority to PCT/KR2018/002309 priority patent/WO2018182179A1/en
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    • 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
    • G06Q10/00—Administration; Management
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    • G06Q10/063—Operations research, analysis or management
    • G06Q10/0637—Strategic management or analysis, e.g. setting a goal or target of an organisation; Planning actions based on goals; Analysis or evaluation of effectiveness of goals
    • 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
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • 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

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Abstract

An asset management method and an apparatus thereof are disclosed. The asset management method includes the following steps of: receiving an investment amount, investment duration and multiple investment goals from an investor; dividing the investment duration into current and future time points, receiving market information determined at each of the divided time points from a market information modeling part; and determining the allocation of an investment asset at the current and future time points based on the investment amount, the multiple investment goals, and the market information. It is possible to maximize the probability of achieving the multiple investment goals.

Description

Method and apparatus for asset management

More particularly, the present invention relates to an asset management method for providing services such as maximizing the possibility of achieving a plurality of investment targets of an investor based on an investor's investment amount over a predetermined investment period, will be.

Conventional asset management has used institutional investors or wealthy individual investors to invest a large amount of assets, and their investment objectives were generally high. Therefore, it can be said that the existing asset management techniques were focused on minimizing the risk and maximizing the profit rate. However, these investment methods generally do not fit well for individual investors with low investment. In general, individual investors have a number of specific investment goals, such as the cost of living after retirement, the cost of raising a child's tuition, the amount of housing fund, and so on. In order to maximize the likelihood of achieving this investment goal, new asset management techniques are needed.

It is an object of the present invention to substantially obviate the various problems caused by the limitations and disadvantages of the prior art, and it is an object of the present invention to provide There is provided a method and apparatus for maximizing the possibility of achieving a plurality of investment targets of an investor based on an investment amount, and a computer readable recording medium recording a program for executing the method.

According to an embodiment of the present invention, an asset management method includes: inputting an investment amount, an investment period, and a plurality of investment targets from an investor; Dividing the investment period into current and future time points and inputting the market information determined at each division point from the market information modeling unit; And determining an allocation of investment assets at the current and future time points based on the investment amount, the plurality of investment targets, and the market information.

According to an embodiment of the present invention, the market information includes investment asset price information up to the current point and modeling information that stochastically predicts the degree of change of the investment asset price with respect to each of the future time points.

According to an embodiment of the present invention, the method further includes updating the investment amount and the market information at a predetermined time point after the current time point.

According to an embodiment of the present invention, the step of determining the allocation of investment assets determines the amount of investment for each investment asset or the proportion of investment for each investment asset.

According to an embodiment of the present invention, each of the plurality of investment targets has priority; Low-priority investment objectives do not affect probabilistic expectations of high-priority investment objectives.

According to an embodiment of the present invention, the step of determining the allocation of investment assets may be performed by sequentially and repeatedly executing the plurality of investment targets in accordance with the priority order; When performing for a given priority investment objective, it is necessary to maintain the maximum achievement when determining the allocation of the investment for a higher priority investment objective and to maximize the performance of the investment objective Determine allocation.

According to an embodiment of the present invention, the plurality of investment targets include at least one of a living cost, a hobby activity cost, a vehicle purchase cost, a vehicle rental cost, a real estate purchase cost, a real estate rental cost, a education cost, a contribution amount, an inheritance amount,

According to an embodiment of the present invention, the step of determining the allocation of investment assets may include selectively considering constraint conditions; The constraint condition includes at least one of expected loss that can occur under a certain level of confidence, variation in investment asset allocation, short selling limit, investment asset allocation ceiling, investment asset allocation ceiling, fee and investment equity bias.

According to another aspect of the present invention, there is provided a computer-readable recording medium having recorded thereon a program for performing the method.

According to another aspect of the present invention, there is provided an asset management system comprising: an investor information input unit for receiving an investment amount, an investment period, and a plurality of investment targets from an investor; A market information input unit that divides the investment period into current and future time points, and receives market information determined at each of the divided time points from the market information modeling unit; And an asset management unit for determining an allocation of investment assets at the current and future time points based on the investment amount, the plurality of investment targets, and the market information.

The present invention can provide an optimal asset management service that maximizes the possibility of achieving a plurality of investment targets for a customer having a plurality of investment goals over a predetermined investment period as a technology for managing and managing the asset. Also, the present invention can provide an optimal asset management service so that a low-priority investment objective does not affect a probabilistic expectation achievement of a high-priority investment objective even when a plurality of investment objectives are prioritized. In addition, even if the investor does not have expertise in asset management, the present invention can set the investment goal of the investee correctly in the asset management apparatus by the simple interaction through the user interface without the help of the expert and receive the optimum asset management service accordingly . In addition, it is possible to reduce the investment management cost of the investor because the investor is not required to receive help from the asset management specialist or the consultation is facilitated.

1 schematically illustrates an asset management method according to an embodiment of the present invention.
Figure 2 schematically illustrates input from a user of an asset management method in accordance with an embodiment of the present invention.
Figure 3 illustrates statistical modeling of financial market uncertainty in accordance with an embodiment of the present invention.
Figure 4 illustrates an exemplary investment asset allocation based on statistical modeling of financial market uncertainty in accordance with an embodiment of the present invention.
5 illustrates an example where priority is applied to each investment objective according to an embodiment of the present invention.
6 illustrates an example investment result when priorities are applied to each investment objective according to an embodiment of the present invention.
Figure 7 schematically illustrates a procedure for optimizing investment decisions when priorities are applied to each investment objective in accordance with an embodiment of the present invention.
8 is a schematic block diagram of an asset management apparatus according to an embodiment of the present invention.
9 is a flowchart illustrating an asset management process according to an embodiment of the present invention.
10 is a flowchart illustrating an investment asset allocation determination process according to an embodiment of the present invention.

Hereinafter, preferred embodiments of the present invention will be described in detail with reference to the accompanying drawings. Like reference numerals in the drawings denote like elements, and the size of each element in the drawings may be exaggerated for clarity of explanation.

1 schematically illustrates an asset management method according to an embodiment of the present invention.

According to an embodiment of the present invention, the participants involved in the asset management are largely the investors 110 and the asset management experts 120. The investors 110 and the asset management experts 120 respectively communicate with the asset management apparatus 100 do. The investor 110 and the asset management expert 120 receive a certain level of education and can interface with the asset management apparatus 100 more smoothly.

The investor 110 inputs the investor information such as the investment period, the own investment goal, and the investment amount to the asset management apparatus 100 through a user interface (UI). The amount of investment includes current income and future expected income. The investment target may be plural, and each investment goal may have a predetermined priority. In this case, low-priority investment objectives do not affect probabilistic expectations of high-priority investment objectives. The investor 110 performs a process of realistically adjusting his or her investment target by viewing the asset management result processed by the asset management apparatus 100. [ That is, the investor 110 can set a higher investment target if the investment goal of the asset management apparatus 100 derived from the asset management apparatus 100 is too easily satisfied, and if the investment goal is very difficult to achieve, Can be set.

The asset management expert 120 causes the asset management apparatus 100 to learn its investment technique through machine learning and continuously updates the asset management apparatus 100. [

The asset management apparatus 100 analyzes the information of the investor 110 based on the investor information input from the investor 110. The asset management apparatus 100 can analyze the information of the investor 110 using techniques such as machine learning. Also, the asset management apparatus 100 provides market information statistically modeling the uncertainty of the financial market. The asset management apparatus 100 can model market uncertainty using techniques such as statistical techniques and machine learning. The asset management apparatus 100 derives an optimal investment decision based on the investor information and the market information. The asset management apparatus 100 allocates the investment assets using the financial optimization techniques, etc., and thus, the optimal investment decision that maximizes the possibility of achieving the investment goal is derived. It should be apparent to those skilled in the art that financial optimization techniques include, but are not limited to, Multistage Stochastic Programming and Linear Programming. The multi-period stochastic optimization model is a model that enables optimal decision making in a situation with uncertainty over many periods. The linear optimization model is a model that can optimize the objective and constraints for decision making when they are expressed as linear functions.

FIG. 2 schematically shows the contents of input from the user by the asset management apparatus according to an embodiment of the present invention.

In both examples of FIG. 2, both examples start investing at age 30 and there are two stages in 15-year increments. The first stage (Stage 1) is 45 years old, and the second stage (Stage 2) is 60 years old. Investors can specify their desired investment objectives at the age of 45 and 60, according to their objectives. For example, in the first example, goal A could be livelihood funds after retirement, goal B could be education costs for a child, and goal C could be a housing fund. According to an embodiment of the present invention, the plurality of investment targets inputted by the investor include at least one of a living expenses, a hobby activity cost, a vehicle purchase cost, a vehicle rental cost, a real estate purchase cost, a real estate rental cost, a education cost, a contribution amount, an inheritance amount, It is obvious to those skilled in the art that other investment targets can be input, including but not limited to. The investor enters his or her investment amount at each point in time before retirement. It is apparent to those skilled in the art that the amount of investment may be, but not limited to, my estimated income at each time point. Investors can subdivide their viewpoints as needed and enter investment objectives in a variety of ways.

Figure 3 illustrates statistical modeling of financial market uncertainty in accordance with an embodiment of the present invention.

The asset management apparatus 100 models a financial market in which uncertainty exists through a probability model. That is, the asset management apparatus 100 generates various scenarios for the future movement of the market through probabilistic modeling of the market uncertainty. The asset management apparatus 100 determines market information by probabilistically predicting and modeling the degree of change in the investment asset price for each of the investment asset price information and the future time points up to the present time. FIG. 3 shows that when the probability of a good financial market being 70% and the probability of not being good is 30% at the next point in time, the three investment assets (cash, stocks, bonds) It shows how much the price will be at the point of time, and the value change. The value change of each investment asset can be expressed using various probability distributions. An investment asset according to an embodiment of the present invention includes all physical assets and financial assets such as a stock market, a bond market, a real estate market, a foreign exchange market, and a financial market, and is not limited to a specific type of investment asset. Do. Also, an investment asset according to an embodiment of the present invention includes an asset group grouped into predetermined individual assets and individual assets according to types.

Figure 4 illustrates an exemplary investment asset allocation based on statistical modeling of financial market uncertainty in accordance with an embodiment of the present invention.

According to one embodiment of the present invention, the asset management apparatus 100 determines an optimal allocation of investment assets to achieve a plurality of investment targets of the investor based on the market information determined as shown in FIG. The allocation of investment assets is determined based on the investment asset price information up to the present time when the allocation of investment assets is decided at a predetermined time because the allocation of investment assets is determined over a predetermined investment period. The predetermined time for determining the allocation of investment assets may be a time point at which a plurality of investment targets are input, as well as a time point at which the predetermined investment period is subdivided. In determining the allocation of investment assets, the asset management apparatus 100 determines the amount of investment in each investment asset or the proportion of investment in each investment asset.

According to an embodiment of the present invention, the asset management apparatus 100 may optionally consider additional constraints in determining the allocation of investment assets. Based on information including investor needs, legal regulations, and the views of asset management professionals, the asset management device 100 can be used to limit the expected loss, limit the variable allocation of investment assets, limit the short sale, Constraints can be set, including at least one of the allocation lower limit, the fee, and the bias of the investment. It will be apparent to those skilled in the art that the constraint is not limited to the constraints set forth above.

In the example of FIG. 4, the asset management apparatus 100 has the investment assets of 20%, 50%, and 30% for the first example of FIG. 2 for the investment assets of cash, stocks, And presents an investment asset allocation of [20%, 60%, 20%] for the second example of FIG. At the first point of 45 years old, two investment asset allocations are presented for each example of FIG. 2 according to market information. In this example, investment ceases at age 60, so no additional investment asset allocation is presented at the second time.

5 illustrates an example where priority is applied to each investment objective according to an embodiment of the present invention.

Based on the first example shown in FIG. 2, an investor can determine the importance of the child education expenses (goal B), livelihood funds after retirement (goal A), and housing funds (goal C). According to an embodiment of the present invention, when a plurality of investment targets have respective priorities, the asset management apparatus 100 determines the allocation of the investment assets so as to be achieved from a more important investment objective according to the priority order. Meanwhile, according to an embodiment of the present invention, each priority can be duplicated so as to have the same importance.

Specifically, according to an embodiment of the present invention, the asset management apparatus 100 determines the allocation of the investment asset that can achieve the investment target having the first priority as much as possible, and affects the probability that the first investment objective is achieved And determines the distribution of investment assets that can be achieved with as high a probability as possible up to the second investment objective. In this case, if the second investment objective is taken into consideration, the allocation of investment assets may be changed compared to the case where only the first priority investment objective is considered, but it should not affect the probability that the first priority investment objective is achieved. In this way, when there are P investment targets, the asset management apparatus 100 maintains the probability of achieving the higher targets sequentially up to the Pth investment target, and maximizes the probability of achieving the investment goals at each stage.

6 illustrates an example investment result when priorities are applied to each investment objective according to an embodiment of the present invention.

The probability of achieving a high-priority investment objective at each time point is higher than the probability of achieving a low-priority investment objective at each time point, since the investment asset is allocated so as to achieve the highest priority investment objective at each time point. For example, looking at the first point in the second example, the probability of achieving the highest priority goal B is 100%, the next priority A is 90%, the next goal C is 50% D is 1%, the lower the priority of the investment goal, the more likely the target achievement rate will be the same or gradually lower.

Figure 7 schematically illustrates a procedure for optimizing investment decisions when priorities are applied to each investment objective in accordance with an embodiment of the present invention.

The asset management apparatus 100 generates various scenarios for future movements of the market through probabilistic modeling of market uncertainties. Good scenarios increase the likelihood of achieving multiple investment goals, and worse scenarios less likely. According to an embodiment of the present invention, when a plurality of investment targets are set in priority order, the asset management apparatus 100 allocates optimal investment assets in such a manner as to maximize the investment goals of high priority based on these various scenarios . Specifically, the asset management apparatus 100 determines the allocation of the investment asset that can achieve the first investment objective in as many scenarios as possible, does not affect the probability that the first investment objective is achieved, Determine the allocation of investment assets that can be achieved with probability. In this case, if the second investment objective is taken into consideration, the allocation of investment assets may be changed compared to the case where only the first investment objective is considered, but it should not affect the probability of achieving the first investment objective. In this way, when there are P investment targets, the asset management apparatus 100 maintains the probability of achieving the higher targets sequentially up to the Pth investment target, and maximizes the probability of achieving the investment goals at each stage.

8 is a schematic block diagram of an asset management apparatus according to an embodiment of the present invention.

The asset management apparatus 800 includes an investor information input unit 810, a market information input unit 820, an asset management unit 830, and a market information modeling unit 840.

The investor information input unit 810 receives investment amount, investment period, and plural investment targets from the investor. The plurality of investment goals include at least one of living expenses, hobby activity expenses, vehicle purchase cost, vehicle rental cost, real estate purchase cost, real estate rental cost, educational cost, donation, inheritance amount, Each of the plurality of investment objectives has a priority, and a lower priority investment objective does not affect a probabilistic expectation achievement of a higher priority investment objective. According to an embodiment of the present invention, each of the plurality of investment targets may have some overlap in priority.

The market information modeling unit 840 divides the investment period into current and future time points and determines market information at each of the divided time points. Market information includes modeling information that probabilistically predicts the degree of change in the investment asset price with respect to each of the future time points and the investment asset price information up to the current point. An investment asset according to an embodiment of the present invention includes all physical assets and financial assets such as a stock market, a bond market, a real estate market, a foreign exchange market, and a financial market, and is not limited to a specific type of investment asset. Do. Also, an investment asset according to an embodiment of the present invention includes an asset group grouped into predetermined individual assets and individual assets according to types. According to an embodiment of the present invention, the market information modeling unit 840 is located inside the asset management apparatus 800, but the market information modeling unit 840 may be located outside the asset management apparatus 800. In this case, the asset management apparatus 800 can acquire market information from an external market information modeling unit 840.

The asset management apparatus 800 according to an embodiment of the present invention further includes an update unit. The updating unit updates the investment amount and the market information at a predetermined point in time after the present point in time.

The market information input unit 820 receives the determined market information from the market information modeling unit 840.

The asset management unit 830 determines the allocation of investment assets at the current and future time points based on the investment amount, the plurality of investment targets, and the market information. The Asset Management Division (830) determines the allocation of investment assets by determining the investment amount for each investment asset or the investment proportion for each investment asset. The asset management unit 830 according to an embodiment of the present invention may selectively configure the investment assets to be distributed in advance by external input.

The asset management unit 830 sequentially allocates the investment assets to the plurality of investment targets in accordance with the priority order. When determining the allocation of investment assets for a predetermined priority investment objective, the asset management unit 830 maintains the highest achievement when determining the allocation of investment assets for a higher priority investment objective, The allocation of investment assets is determined so as to achieve the maximum achievement of the investment objective.

The asset management unit 830 according to an exemplary embodiment of the present invention determines investment asset allocation by selectively considering constraint conditions. The constraint condition includes at least one of expected loss that can occur under a certain level of confidence, variation in investment asset allocation, short selling limit, investment asset allocation ceiling, investment asset allocation ceiling, fee and investment equity bias.

9 is a flowchart illustrating an asset management process according to an embodiment of the present invention.

In step 910, the asset management apparatus 800 receives investor information including an investment amount, an investment period, and a plurality of investment targets from the investor.

In step 920, the asset management apparatus 800 divides the investment period into current and future time points, and determines market information at each of the split time points. Market information includes modeling information that probabilistically predicts the degree of change in the investment asset price with respect to each of the future time points and the investment asset price information up to the current point.

In step 930, the asset management apparatus 800 receives the market information determined in step 920 from the market information modeling unit 840.

At step 940, the asset management apparatus 800 determines the allocation of investment assets at the current and future time points based on the investment amount, the plurality of investment targets, and the market information. The asset management system (800) determines the allocation of investment assets by determining the investment amount of each investment asset or the investment proportion of each investment asset.

The asset management apparatus 830 according to an embodiment of the present invention determines investment asset allocation by selectively considering constraint conditions. The constraint condition includes at least one of expected loss that can occur under a certain level of confidence, variation in investment asset allocation, short selling limit, investment asset allocation ceiling, investment asset allocation ceiling, fee and investment equity bias.

10 is a flowchart illustrating an investment asset allocation determination process according to an embodiment of the present invention.

As described in FIG. 5, the asset management apparatus 800 determines the allocation of investment assets by sequentially repeating the plurality of investment targets of the investors at each time point of dividing the entire investment period according to the priority order.

In step 1010, the asset management apparatus 800 considers the first priority investment objective among a plurality of investment objectives.

At step 1020, the asset management apparatus 800 confirms whether it considers the last priority investment objective P among a plurality of investment objectives.

If it is not the last priority investment objective, go to step 1030, and if it is the last priority investment goal, go to step 1050.

In step 1030, the asset management apparatus 800 determines the allocation of investment assets by considering all of the first priority investment targets to the priority investment targets currently under consideration. Specifically, the asset management device 800 determines the allocation of the investment asset that can achieve the first priority investment objective in as many scenarios as possible, and for the scenario in which the first priority investment objective is achieved, to the second priority investment objective Determine the allocation of investment assets that can be achieved with as high a probability as possible. In this way, we will maximize the probability of achieving successively the priority investment targets currently under consideration.

In step 1040, the asset management apparatus 800 repeats the above procedure by moving to step 1020, taking into account the next priority investment objective among the plurality of investment objectives.

In step 1050, the asset management apparatus 800 determines the allocation of investment assets by considering all of the first priority investment objective to the last priority investment objective.

Although the preferred embodiments of the present invention have been described in detail, the scope of the present invention is not limited thereto, and various modifications and other equivalent embodiments are possible. Accordingly, the true scope of the present invention should be determined by the appended claims.

For example, an asset management device 800 according to an exemplary embodiment of the present invention may include a bus coupled to each unit of the device as shown in FIG. 8, at least one processor coupled to the bus And may include memory coupled to the bus for storing instructions, received messages or generated messages, and coupled to the at least one processor for performing the instructions as described above.

In addition, the system according to the present invention can be embodied as computer-readable codes on a computer-readable recording medium. A computer-readable recording medium includes all kinds of recording apparatuses in which data that can be read by a computer system is stored. The computer readable recording medium may be a magnetic storage medium (e.g., a ROM, a floppy disk, a hard disk, etc.), an optical reading medium (e.g., a CD ROM, a DVD or the like), and a carrier wave Lt; / RTI > transmission). The computer-readable recording medium may also be distributed over a networked computer system so that computer readable code can be stored and executed in a distributed manner.

Claims (17)

Inputting an investment amount, an investment period and a plurality of investment targets from an investor;
Dividing the investment period into current and future time points and inputting the market information determined at each division point from the market information modeling unit; And
Determining an allocation of investment assets at the current and future time points based on the investment amount, the plurality of investment targets, and the market information. The method according to claim 1,
Wherein the market information includes modeling information that probabilistically predicts a change in the investment asset price with respect to the investment asset price information up to the current point and the future time points. The method according to claim 1,
And updating the investment amount and the market information at a predetermined time point after the current point in time. The method according to claim 1,
Wherein the step of determining the allocation of investment assets determines the amount of investment for each investment asset or the proportion of investment for each investment asset. The method according to claim 1,
Each of the plurality of investment targets having a priority;
Wherein the low-priority investment objective does not affect the probabilistic expected achievement of the high-priority investment objective. 6. The method of claim 5,
Wherein the step of determining the allocation of investment assets sequentially and repeatedly performs priority ordering for each of the plurality of investment targets;
When performing for a given priority investment objective, it is necessary to maintain the maximum achievement when determining the allocation of the investment for a higher priority investment objective and to maximize the performance of the investment objective And determining the allocation of the asset. The method according to claim 1,
Wherein the plurality of investment goals include at least one of a living cost, a hobby activity cost, a vehicle purchase cost, a vehicle rental cost, a real estate purchase cost, a real estate rental cost, a education cost, a donation, an inheritance amount, a congratulation fee, and a saving money. The method according to claim 1,
Wherein the step of determining the allocation of investment assets selectively takes into account constraint conditions;
Wherein the constraint condition includes at least one of an expected loss that can occur under a certain level of confidence, a variation in investment asset allocation, a short selling limit, an investment asset allocation upper limit, an investment asset allocation lower limit, a fee, Way. 9. A computer-readable recording medium on which a program for performing the method according to any one of claims 1 to 8 is recorded. An investor information input unit for receiving investment amount, investment period and plural investment targets from an investor;
A market information input unit that divides the investment period into current and future time points, and receives market information determined at each of the divided time points from the market information modeling unit; And
And an asset management unit for determining allocation of investment assets at the current and future time points based on the investment amount, the plurality of investment targets, and the market information. 11. The method of claim 10,
Wherein the market information includes modeling information that probabilistically predicts a change in the investment asset price with respect to each of the future time points and the investment asset price information up to the current point. 11. The method of claim 10,
Further comprising an update unit for updating the investment amount and the market information at a predetermined time point after the current time point. 11. The method of claim 10,
Wherein the asset management unit determines the investment amount of each investment asset or the investment proportion of each investment asset. 11. The method of claim 10,
Each of the plurality of investment targets having a priority;
Wherein the low-priority investment objective does not affect the probabilistic expected achievement of the high-priority investment objective. 15. The method of claim 14,
Wherein the asset management unit sequentially and repeatedly allocates investment assets to each of the plurality of investment targets in accordance with a priority order;
When determining the allocation of the investment for a given priority investment objective, the maximum achievement for a given priority investment goal is maintained while maintaining the maximum achievement when the investment allocation is determined for a higher priority investment objective The asset management apparatus comprising: 11. The method of claim 10,
Wherein the plurality of investment targets include at least one of a living cost, a hobby activity cost, a vehicle purchase cost, a vehicle rental cost, a real estate purchase cost, a real estate rental cost, a education cost, a donation, an inheritance amount, a congratulation fee, and a saving money. 11. The method of claim 10,
The asset management unit determines the allocation of investment assets by selectively considering constraint conditions;
Wherein the constraint condition includes at least one of an expected loss that can occur under a certain level of confidence, a variation in investment asset allocation, a short selling limit, an investment asset allocation upper limit, an investment asset allocation lower limit, a fee, Device.
KR1020170038217A 2017-03-27 2017-03-27 Method and apparatus for asset management KR101951340B1 (en)

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PCT/KR2018/002309 WO2018182179A1 (en) 2017-03-27 2018-02-26 Method and apparatus for asset management

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Cited By (2)

* Cited by examiner, † Cited by third party
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KR20220072908A (en) * 2020-11-25 2022-06-03 (주)소프트체인 Server, method and program for asset management
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