WO2004027567A3 - A method for managing an investment portfolio - Google Patents

A method for managing an investment portfolio Download PDF

Info

Publication number
WO2004027567A3
WO2004027567A3 PCT/US2003/029495 US0329495W WO2004027567A3 WO 2004027567 A3 WO2004027567 A3 WO 2004027567A3 US 0329495 W US0329495 W US 0329495W WO 2004027567 A3 WO2004027567 A3 WO 2004027567A3
Authority
WO
WIPO (PCT)
Prior art keywords
asset
investment portfolio
managing
value
allocation
Prior art date
Application number
PCT/US2003/029495
Other languages
French (fr)
Other versions
WO2004027567A2 (en
Inventor
Juan Manuel Ocampo
Original Assignee
Demand Insights Llc
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 Demand Insights Llc filed Critical Demand Insights Llc
Priority to AU2003278840A priority Critical patent/AU2003278840A1/en
Publication of WO2004027567A2 publication Critical patent/WO2004027567A2/en
Publication of WO2004027567A3 publication Critical patent/WO2004027567A3/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
    • G06Q40/02—Banking, e.g. interest calculation or account maintenance
    • 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
    • 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

Abstract

There is provided a method for managing an investment portfolio. The method includes determining a feasible change in value of a first asset, and determining an allocation between the first asset and a second asset based on the feasible change in value of the first asset. The second asset appreciates over a holding period, and the allocation yields an expected minimum future value for the investment portfolio.
PCT/US2003/029495 2002-09-18 2003-09-17 A method for managing an investment portfolio WO2004027567A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2003278840A AU2003278840A1 (en) 2002-09-18 2003-09-17 A method for managing an investment portfolio

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US41165202P 2002-09-18 2002-09-18
US60/411,652 2002-09-18
US10/412,111 2003-04-11
US10/412,111 US7120598B2 (en) 2002-09-18 2003-04-11 Method for managing an investment portfolio

Publications (2)

Publication Number Publication Date
WO2004027567A2 WO2004027567A2 (en) 2004-04-01
WO2004027567A3 true WO2004027567A3 (en) 2004-07-01

Family

ID=31998052

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2003/029495 WO2004027567A2 (en) 2002-09-18 2003-09-17 A method for managing an investment portfolio

Country Status (3)

Country Link
US (1) US7120598B2 (en)
AU (1) AU2003278840A1 (en)
WO (1) WO2004027567A2 (en)

Families Citing this family (33)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7469227B2 (en) * 2000-02-22 2008-12-23 Strategic Analytics, Inc. Retail lending risk related scenario generation
AU2001268347A1 (en) * 2000-06-13 2001-12-24 Ssaris Advisors Investment structure and method having fixed and contingent components
US20060100912A1 (en) * 2002-12-16 2006-05-11 Questerra Llc. Real-time insurance policy underwriting and risk management
US7720738B2 (en) * 2003-01-03 2010-05-18 Thompson James R Methods and apparatus for determining a return distribution for an investment portfolio
US7779039B2 (en) 2004-04-02 2010-08-17 Salesforce.Com, Inc. Custom entities and fields in a multi-tenant database system
US20050197940A1 (en) * 2004-03-08 2005-09-08 Kelly William F System for generating and controlling transactions relating to financial instruments
US7672889B2 (en) 2004-07-15 2010-03-02 Brooks Kent F System and method for providing customizable investment tools
US7856389B2 (en) * 2004-10-14 2010-12-21 Deutsche Bank Ag Dynamic book yield analysis
JP2006127155A (en) * 2004-10-28 2006-05-18 Fujitsu Ltd Servicer cooperation system, portfolio formation support system, method for supporting portfolio formation, relay computer, and computer program
US20060271453A1 (en) * 2005-05-25 2006-11-30 H.A.R.D.T. Group Investments Ag Master-feeder hedge fund product structure
US8566191B2 (en) * 2005-07-05 2013-10-22 Fmr Llc Generating an annuity payment using a dynamic asset allocation investment
US7689492B2 (en) * 2005-08-03 2010-03-30 Morgan Stanley Products, systems and methods for scale-in principal protection
US7813985B2 (en) * 2005-08-16 2010-10-12 Elm Income Group, Inc. Equity-indexed annuity for group savings programs
JP5395434B2 (en) 2005-09-09 2014-01-22 セールスフォース ドット コム インコーポレイティッド System and method for exporting, publishing, browsing and installing on-demand applications in a multi-tenant database environment
US7937311B1 (en) * 2005-12-20 2011-05-03 Goldman Sachs & Co. Apparatuses, methods, and systems for exchange fund transactions
US20070239571A1 (en) * 2006-03-20 2007-10-11 Discipline Advisors, Inc. Providing fixed income from investment assets
US20080168003A1 (en) * 2007-01-10 2008-07-10 Wald Thomas Robert System and method for securitizing zero coupon bond and equity index portfolios in a target date exchange traded fund
US20080235152A1 (en) * 2007-01-23 2008-09-25 Market Risk Auctions, Llc achievement and preservation funds
US20100070433A1 (en) * 2007-05-30 2010-03-18 Sifeon Knowledge-Technology Investment allocation system for managing investment return and risk and method thereof
US20090018969A1 (en) * 2007-06-07 2009-01-15 Ian Ayres Systems and methods for providing investment strategies
US8065217B2 (en) * 2008-02-12 2011-11-22 Bids Trading, L.P. Real-time portfolio balancing and/or optimization system and method
US20100121778A1 (en) * 2008-11-10 2010-05-13 The Prudential Insurance Company Of America Systems and Methods for Providing a Secure Financial Plan
US20100121779A1 (en) * 2008-11-10 2010-05-13 The Prudential Insurance Company Of America Systems and Methods for Transferring Risk Associated With a Financial Plan
US8447681B2 (en) * 2008-11-21 2013-05-21 Hartford Fire Insurance Company System and method for administering a destination fund having an associated guarantee
US20110040581A1 (en) * 2009-08-17 2011-02-17 Hartford Fire Insurance Company Life span solution-based modeling
US8732060B2 (en) * 2010-02-05 2014-05-20 D2V Technologies, LLC System and method for progressive transitions portfolio investment management
US20120084197A1 (en) * 2010-10-04 2012-04-05 Bank Of America Corporation Managing Credit Risk
US20140019323A1 (en) * 2011-05-19 2014-01-16 Royal Bank Of Canada Processing of electronically traded fixed-income security based funds
US20150039395A1 (en) * 2013-07-31 2015-02-05 Disney Enterprises, Inc. Sales proposal mix and pricing optimization
US9874859B1 (en) * 2015-02-09 2018-01-23 Wells Fargo Bank, N.A. Framework for simulations of complex-adaptive systems
CN107508904B (en) * 2017-09-08 2021-03-23 创新先进技术有限公司 Resource processing method and device
US20200273107A1 (en) * 2017-10-30 2020-08-27 A&P Capital, Llc. Asset allocation for assured minimum outcome
RU2717568C1 (en) * 2019-08-05 2020-03-24 Акционерное общество "Научно-производственное объединение "Государственный институт прикладной оптики" (АО "НПО ГИПО") Method of copying optical surfaces

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5193056A (en) * 1991-03-11 1993-03-09 Signature Financial Group Inc. Data processing system for hub and spoke financial services configuration
US5806048A (en) * 1995-10-12 1998-09-08 Mopex, Inc. Open end mutual fund securitization process
US5812987A (en) * 1993-08-18 1998-09-22 Barclays Global Investors, National Association Investment fund management method and system with dynamic risk adjusted allocation of assets

Family Cites Families (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
IE60553B1 (en) * 1989-12-21 1994-07-27 Paxlea Limited A computer system for portfolio management investment functions
US5742775A (en) * 1995-01-18 1998-04-21 King; Douglas L. Method and apparatus of creating financial instrument and administering an adjustable rate loan system

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5193056A (en) * 1991-03-11 1993-03-09 Signature Financial Group Inc. Data processing system for hub and spoke financial services configuration
US5812987A (en) * 1993-08-18 1998-09-22 Barclays Global Investors, National Association Investment fund management method and system with dynamic risk adjusted allocation of assets
US5806048A (en) * 1995-10-12 1998-09-08 Mopex, Inc. Open end mutual fund securitization process

Non-Patent Citations (1)

* Cited by examiner, † Cited by third party
Title
REILLY F.K. ET AL.: "Investment analysis and portfolio management, 5th edition", 1997, THE DRYDEN PRESS HARCOURT BRACE COLLEGE PUBLISHERS, USA, ISBN: 0030186838 *

Also Published As

Publication number Publication date
AU2003278840A8 (en) 2004-04-08
WO2004027567A2 (en) 2004-04-01
AU2003278840A1 (en) 2004-04-08
US20040054612A1 (en) 2004-03-18
US7120598B2 (en) 2006-10-10

Similar Documents

Publication Publication Date Title
WO2004027567A3 (en) A method for managing an investment portfolio
AU2002360743A1 (en) Workflow systems and methods for project management and information management
AU2002357340A1 (en) Method and system for integrated asset management
EP3502913A3 (en) Backup information management
WO2005052829A8 (en) A transaction management system and method
AU2002359427A1 (en) Integrated intellectual asset management system and method
AU2002253354A1 (en) Method, system, and program for querying data in a personal information manager database
AU2001272068A1 (en) Method of managing transaction and settlement, and method of informing information on consumption trends
AU2003214780A1 (en) Metadata database management system and method therfor
AU2003256866A1 (en) System and method for automatically finding gaming partners based on pre-established criteria
AU2003202356A1 (en) Method and system for managing resources in a data center
AU2003231951A1 (en) Method and system for intelligent storage management
AU2003239678A1 (en) System and method for remote asset management
AU2003214208A1 (en) System and method for storing information on a wireles device
AU2002237849A1 (en) System and method for managing consumer information
AU2003210393A1 (en) A data integration and knowledge management solution
WO2004061589A3 (en) System, method and computer program product for providing profile information
AU2002359665A1 (en) Caloric management system and method with voice recognition
AU2003295572A1 (en) Value innovation management system and methods
AU2003242334A1 (en) Portable terminal, method, program, and storage medium for managing application start
AU2003280256A1 (en) Intelligent data management system and method
AU2003251881A1 (en) Repository-independent system and method for asset management and reconciliation
AU2003268448A1 (en) Payment and media management
AU2003293135A1 (en) System and method for managing investment information
AU2003268783A1 (en) Inventory management method, inventory management system, and inventory management program

Legal Events

Date Code Title Description
AK Designated states

Kind code of ref document: A2

Designated state(s): AE AG AL AM AT AU AZ BA BB BG BR BY BZ CA CH CN CO CR CU CZ DE DK DM DZ EC EE ES FI GB GD GE GH GM HR HU ID IL IN IS JP KE KG KP KR KZ LC LK LR LS LT LU LV MA MD MG MK MN MW MX MZ NI NO NZ OM PG PH PL PT RO RU SC SD SE SG SK SL SY TJ TM TN TR TT TZ UA UG UZ VC VN YU ZA ZM ZW

AL Designated countries for regional patents

Kind code of ref document: A2

Designated state(s): GH GM KE LS MW MZ SD SL SZ TZ UG ZM ZW AM AZ BY KG KZ MD RU TJ TM AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HU IE IT LU MC NL PT RO SE SI SK TR BF BJ CF CG CI CM GA GN GQ GW ML MR NE SN TD TG

121 Ep: the epo has been informed by wipo that ep was designated in this application
122 Ep: pct application non-entry in european phase
NENP Non-entry into the national phase

Ref country code: JP

WWW Wipo information: withdrawn in national office

Country of ref document: JP