The invention provides systems and methods for determining the allocation of securities in a portfolio. The method includes providing a collection of securities in a portfolio, each security being associated with associated attributes; providing risk factor data related to the portfolio; pooling the...http://www.google.com.au/patents/US7640201?utm_source=gb-gplus-sharePatent US7640201 - Methods and systems for analytical-based multifactor Multiobjective portfolio risk optimization
