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Financial advisory system

  • US 7,983,975 B2
  • Filed: 05/26/2008
  • Issued: 07/19/2011
  • Est. Priority Date: 12/02/1997
  • Status: Expired due to Fees
First Claim
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1. A computer-implemented method comprising:

  • identifying, by a financial product exposure module being executed by one or more processors of one or more computer systems, a relationship between returns of each financial product of a set of financial products that are available to a particular investor for investment and returns of combinations of one or more factor asset classes of a set of factor asset classes by performing an exposure analysis on each financial product of the set of financial products;

    determining, by one or more of a simulation processing module and a portfolio optimization module being executed by the one or more processors, expected returns and volatility of returns for each of a plurality of efficient portfolios based upon the relationship, each of the plurality of efficient portfolios including a combination of one or more of the financial products from the set of financial products; and

    identifying, by the portfolio optimization module, a recommended portfolio of the plurality of efficient portfolios by selecting an efficient portfolio of the plurality of efficient portfolios that maximizes an expected utility of wealth for the particular investor.

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