SG116404A1 - Portfolio structuring using low-discrepancy deterministic sequences. - Google Patents

Portfolio structuring using low-discrepancy deterministic sequences.

Info

Publication number
SG116404A1
SG116404A1 SG1999004132A SG1999004132A SG116404A1 SG 116404 A1 SG116404 A1 SG 116404A1 SG 1999004132 A SG1999004132 A SG 1999004132A SG 1999004132 A SG1999004132 A SG 1999004132A SG 116404 A1 SG116404 A1 SG 116404A1
Authority
SG
Singapore
Prior art keywords
low
portfolio
structuring
deterministic sequences
discrepancy deterministic
Prior art date
Application number
SG1999004132A
Inventor
Joseph F Traub
Paskov Spassimir
Irwin F Vanderhoof
Papageorgiou Anargyros
Original Assignee
Univ Columbia
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 Univ Columbia filed Critical Univ Columbia
Priority to SG1999004132A priority Critical patent/SG116404A1/en
Publication of SG116404A1 publication Critical patent/SG116404A1/en

Links

SG1999004132A 1999-08-19 1999-08-19 Portfolio structuring using low-discrepancy deterministic sequences. SG116404A1 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
SG1999004132A SG116404A1 (en) 1999-08-19 1999-08-19 Portfolio structuring using low-discrepancy deterministic sequences.

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
SG1999004132A SG116404A1 (en) 1999-08-19 1999-08-19 Portfolio structuring using low-discrepancy deterministic sequences.

Publications (1)

Publication Number Publication Date
SG116404A1 true SG116404A1 (en) 2005-11-28

Family

ID=35542868

Family Applications (1)

Application Number Title Priority Date Filing Date
SG1999004132A SG116404A1 (en) 1999-08-19 1999-08-19 Portfolio structuring using low-discrepancy deterministic sequences.

Country Status (1)

Country Link
SG (1) SG116404A1 (en)

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5148365A (en) * 1989-08-15 1992-09-15 Dembo Ron S Scenario optimization
US5193056A (en) * 1991-03-11 1993-03-09 Signature Financial Group Inc. Data processing system for hub and spoke financial services configuration
US5940810A (en) * 1994-08-04 1999-08-17 The Trustees Of Columbia University In The City Of New York Estimation method and system for complex securities using low-discrepancy deterministic sequences

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5148365A (en) * 1989-08-15 1992-09-15 Dembo Ron S Scenario optimization
US5193056A (en) * 1991-03-11 1993-03-09 Signature Financial Group Inc. Data processing system for hub and spoke financial services configuration
US5940810A (en) * 1994-08-04 1999-08-17 The Trustees Of Columbia University In The City Of New York Estimation method and system for complex securities using low-discrepancy deterministic sequences

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