WO2001084355A8 - Data processing systems, methods and articles of manufacture for determining and managing portfolio financial diversity data - Google Patents

Data processing systems, methods and articles of manufacture for determining and managing portfolio financial diversity data

Info

Publication number
WO2001084355A8
WO2001084355A8 PCT/US2001/040545 US0140545W WO0184355A8 WO 2001084355 A8 WO2001084355 A8 WO 2001084355A8 US 0140545 W US0140545 W US 0140545W WO 0184355 A8 WO0184355 A8 WO 0184355A8
Authority
WO
WIPO (PCT)
Prior art keywords
data
articles
manufacture
determining
methods
Prior art date
Application number
PCT/US2001/040545
Other languages
French (fr)
Other versions
WO2001084355A2 (en
Inventor
Manoj Narang
Josh Stampfli
Original Assignee
Tradeworx Inc
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 Tradeworx Inc filed Critical Tradeworx Inc
Priority to AU2001253900A priority Critical patent/AU2001253900A1/en
Publication of WO2001084355A2 publication Critical patent/WO2001084355A2/en
Publication of WO2001084355A8 publication Critical patent/WO2001084355A8/en

Links

Classifications

    • 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

Abstract

La présente invention concerne un système de traitement des données permettant d'évaluer des données financières choisies et de calculer un indice de diversité sur la base de celles-ci. L'indice de diversité représente une mesure de la diversification relative du portefeuille et devient de la sorte une mesure importante de l'exposition au risque de l'investisseur. Le système de l'invention concerne également une collection d'outils de traitement destinés à faciliter la gestion du risque des portefeuilles de placement.The present invention relates to a data processing system for evaluating selected financial data and calculating a diversity index based thereon. The diversity index represents a measure of the relative diversification of the portfolio and thus becomes an important measure of the investor's risk exposure. The system of the invention also relates to a collection of processing tools intended to facilitate the management of the risk of the investment portfolios.

PCT/US2001/040545 2000-05-01 2001-04-18 Data processing systems, methods and articles of manufacture for determining and managing portfolio financial diversity data WO2001084355A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2001253900A AU2001253900A1 (en) 2000-05-01 2001-04-18 Data processing systems, methods and articles of manufacture for determining andmanaging portfolio financial diversity data

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US56239800A 2000-05-01 2000-05-01
US09/562,398 2000-05-01

Publications (2)

Publication Number Publication Date
WO2001084355A2 WO2001084355A2 (en) 2001-11-08
WO2001084355A8 true WO2001084355A8 (en) 2002-01-03

Family

ID=24246135

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2001/040545 WO2001084355A2 (en) 2000-05-01 2001-04-18 Data processing systems, methods and articles of manufacture for determining and managing portfolio financial diversity data

Country Status (2)

Country Link
AU (1) AU2001253900A1 (en)
WO (1) WO2001084355A2 (en)

Families Citing this family (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US8126795B2 (en) 2004-02-20 2012-02-28 General Electric Company Systems and methods for initial sampling in multi-objective portfolio analysis
US8219477B2 (en) 2004-02-20 2012-07-10 General Electric Company Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms

Also Published As

Publication number Publication date
WO2001084355A2 (en) 2001-11-08
AU2001253900A1 (en) 2001-11-12

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