WO2005098723A3 - Method and computer program for tax sensitive investment portfolio management - Google Patents

Method and computer program for tax sensitive investment portfolio management Download PDF

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Publication number
WO2005098723A3
WO2005098723A3 PCT/US2005/009912 US2005009912W WO2005098723A3 WO 2005098723 A3 WO2005098723 A3 WO 2005098723A3 US 2005009912 W US2005009912 W US 2005009912W WO 2005098723 A3 WO2005098723 A3 WO 2005098723A3
Authority
WO
WIPO (PCT)
Prior art keywords
rebalancing
investment portfolio
computer program
portfolio management
security
Prior art date
Application number
PCT/US2005/009912
Other languages
French (fr)
Other versions
WO2005098723A2 (en
Inventor
Renato Staub
Original Assignee
Ubs Ag
Renato Staub
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 Ubs Ag, Renato Staub filed Critical Ubs Ag
Publication of WO2005098723A2 publication Critical patent/WO2005098723A2/en
Publication of WO2005098723A3 publication Critical patent/WO2005098723A3/en

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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
    • 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
    • G06Q40/10—Tax strategies

Abstract

Methods and corresponding systems are provided for managing investment portfolios that includes the steps of identifying at least one security of the investment portfolio to be sold during rebalancing of the investment portfolio, and rebalancing or deferring rebalancing of the investment portfolio based at least in part on a rebalancing threshold for short-term capital gains or losses, investor specified or otherwise. If an implied total short-term capital gain or loss, e.g., a loss or gain that would occur if the at least one security were sold, falls within the rebalancing threshold rebalancing occurs, otherwise rebalancing is deferred for a later time.
PCT/US2005/009912 2004-03-26 2005-03-25 Method and computer program for tax sensitive investment portfolio management WO2005098723A2 (en)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US10/810,107 2004-03-26
US10/810,107 US8001029B2 (en) 2004-03-26 2004-03-26 Method and computer program for tax sensitive investment portfolio management

Publications (2)

Publication Number Publication Date
WO2005098723A2 WO2005098723A2 (en) 2005-10-20
WO2005098723A3 true WO2005098723A3 (en) 2007-06-07

Family

ID=35097456

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2005/009912 WO2005098723A2 (en) 2004-03-26 2005-03-25 Method and computer program for tax sensitive investment portfolio management

Country Status (2)

Country Link
US (2) US8001029B2 (en)
WO (1) WO2005098723A2 (en)

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USRE44098E1 (en) 2002-06-03 2013-03-19 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of assets
USRE44362E1 (en) 2002-06-03 2013-07-09 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US8694402B2 (en) 2002-06-03 2014-04-08 Research Affiliates, Llc Using accounting data based indexing to create a low volatility portfolio of financial objects

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US8374951B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc System, method, and computer program product for managing a virtual portfolio of financial objects
US8812388B2 (en) * 2003-02-25 2014-08-19 Fiserv Investment Solutions, Inc. Systems and methods for multi-style portfolio (MSP) cash flow enhancement
US7672890B2 (en) * 2005-01-03 2010-03-02 Fmr Llc Signal testing methodology for long-only portfolios
EP1922687A4 (en) * 2005-08-30 2010-11-24 Northern Trust System and method for pooling of investment assets
US20070239586A1 (en) * 2006-03-24 2007-10-11 Itg Software Solutions, Inc. System and methd of rebalancing a portfolio of separately managed accounts
US7711626B2 (en) * 2006-06-30 2010-05-04 Checkfree Corporation Systems, methods, and computer program products for adjusting the assets of an investment account
US7680719B1 (en) 2006-12-12 2010-03-16 Goldman Sachs & Co. Method, system and apparatus for wealth management
WO2009070811A1 (en) * 2007-11-30 2009-06-04 Credit Suisse Securities (Usa) Llc A computer system and method for generating and maintaining a financial benchmark
US8332299B1 (en) * 2008-12-19 2012-12-11 Wells Fargo Bank, N.A. Investment policy tool
US20090313177A1 (en) * 2009-03-13 2009-12-17 Whitmyer Jr Wesley W System for determining and balancing actual asset allocation
US20110264473A1 (en) * 2010-04-22 2011-10-27 Christopher Blair Abreu System and method for providing risk management for variable annuity contracts
US20120116994A1 (en) * 2010-09-17 2012-05-10 Michaud Partners Llp Dynamic Portfolio Monitoring
CA2720364A1 (en) * 2010-11-05 2012-05-05 Panacea Financial Ltd. Tax loss verification method
WO2012177722A1 (en) * 2011-06-20 2012-12-27 Michael Gerard Target portfolio templates
KR20130014925A (en) * 2011-08-01 2013-02-12 삼성증권주식회사 System for supporting a design process of a financial products of a divisional payment type
US8712896B2 (en) * 2011-09-08 2014-04-29 Adam Sheldon Target trading system and method
US20150081591A1 (en) * 2013-09-18 2015-03-19 The Bank Of New York Mellon System and method for collateral data aggregation and optimization
US20150262306A1 (en) * 2013-10-11 2015-09-17 Efficient Tax Llc Computer-based system and method for portfolio optimization
US20150379644A1 (en) * 2014-06-30 2015-12-31 The Toronto-Dominion Bank Systems and methods for identifying and remedying account error events in networked computer systems

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US6484151B1 (en) * 1999-07-23 2002-11-19 Netfolio, Inc. System and method for selecting and purchasing stocks via a global computer network

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US4334270A (en) * 1972-08-11 1982-06-08 Towers Frederic C Securities valuation system
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US6292787B1 (en) * 1998-09-11 2001-09-18 Financial Engines, Inc. Enhancing utility and diversifying model risk in a portfolio optimization framework
US6240399B1 (en) * 1998-12-24 2001-05-29 Glenn Frank System and method for optimizing investment location
US6687681B1 (en) * 1999-05-28 2004-02-03 Marshall & Ilsley Corporation Method and apparatus for tax efficient investment management
US7031937B2 (en) * 1999-05-28 2006-04-18 Marshall & Ilsley Corporation Method and apparatus for tax efficient investment management
AU5378900A (en) * 1999-06-07 2000-12-28 J. Gordon Arnold System and method for creating a risk insured investment
AU6118800A (en) * 1999-07-23 2001-02-13 Netfolio, Inc. System and method for selecting and purchasing stocks via a global computer network
US6832209B1 (en) * 1999-10-06 2004-12-14 Ronald A. Karp Method and apparatus for tax-efficient investment using both long and short positions
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US7680747B2 (en) * 2002-03-14 2010-03-16 Intuit Inc. Cash generation from portfolio disposition using multi objective genetic algorithms
US20030225663A1 (en) * 2002-04-01 2003-12-04 Horan James P. Open platform system and method
US7587352B2 (en) * 2002-04-10 2009-09-08 Research Affiliates, Llc Method and apparatus for managing a virtual portfolio of investment objects
US7117175B2 (en) * 2002-04-10 2006-10-03 Research Affiliates, Llc Method and apparatus for managing a virtual mutual fund
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US20040148241A1 (en) * 2003-01-24 2004-07-29 Qi Thomas J. Method of evaluating a portfolio of leased items
US7822667B1 (en) * 2003-02-25 2010-10-26 Checkfree Corporation Distribution of cash deposits and withdrawals in multi-style managed client investment accounts

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Publication number Priority date Publication date Assignee Title
US6484151B1 (en) * 1999-07-23 2002-11-19 Netfolio, Inc. System and method for selecting and purchasing stocks via a global computer network

Cited By (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
USRE44098E1 (en) 2002-06-03 2013-03-19 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of assets
USRE44362E1 (en) 2002-06-03 2013-07-09 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US8694402B2 (en) 2002-06-03 2014-04-08 Research Affiliates, Llc Using accounting data based indexing to create a low volatility portfolio of financial objects

Also Published As

Publication number Publication date
US20050234793A1 (en) 2005-10-20
WO2005098723A2 (en) 2005-10-20
US20110289018A1 (en) 2011-11-24
US8001029B2 (en) 2011-08-16

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