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1. 发明授权

US08156030B2 Diversification measurement and analysis system 有权
标题翻译：多元化测量与分析系统
公开(公告)号：US08156030B2
公开(公告)日：2012-04-10
申请号：US12417713
申请日：2009-04-03
申请人： James Eric Damschroder , Josh Samuel Ladd
发明人： James Eric Damschroder , Josh Samuel Ladd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/025
摘要： This disclosure details methods for measuring and analyzing diversification of portfolio of assets. A dimension is a logical and quantitative means to measure diversification. As the number of dimensions increases so does diversification. Strong asset correlations among each other detract from the notion of independence. A positive correlation increases risks and is therefore undesirable. Assets are embedded into a high dimensional Euclidean vector space. The entire portfolio is interpreted as a set of points whose ambient dimension is the number of assets in the portfolio. The Karhunen-Loève expansion is used to quantify the KL dimension of the geometric object induced by a portfolio. The associated dimension is taken as the measure of diversification accounts for both the number of assets and the commonality within them. This ensures that measuring diversification as a dimension accounts for the complete diversification affect of the portfolio and is thus a valuable portfolio management tool.
摘要翻译：本披露详细介绍了衡量和分析资产组合多样化的方法。维度是衡量多元化的逻辑和量化手段。随着维度的增加，多样化也会增加。彼此之间的强大的资产相关性有损于独立性的概念。正相关增加风险，因此是不合需要的。资产被嵌入到高维欧几里德向量空间中。整个投资组合被解释为一组点，其环境维度是投资组合中资产的数量。 Karhunen-Loève扩展用于量化由投资组合引起的几何对象的KL维度。相关维度被视为衡量资产数量和共同性的多元化。这确保了衡量多元化作为一个维度，这是投资组合的完全多样化的影响，因此是一个有价值的投资组合管理工具。

2. 发明申请

US20120221484A1 DIVERSIFICATION MEASUREMENT AND ANALYSIS SYSTEM 审中-公开
标题翻译：多样化测量与分析系统
公开(公告)号：US20120221484A1
公开(公告)日：2012-08-30
申请号：US13411764
申请日：2012-03-05
申请人： James Eric Damschroder , Josh Samuel Ladd
发明人： James Eric Damschroder , Josh Samuel Ladd
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/025
摘要： This disclosure details methods for measuring and analyzing diversification of portfolio of assets. A dimension is a logical and quantitative means to measure diversification. As the number of dimensions increases so does diversification. Strong asset correlations among each other detract from the notion of independence. A positive correlation increases risks and is therefore undesirable. Assets are embedded into a high dimensional Euclidean vector space. The entire portfolio is interpreted as a set of points whose ambient dimension is the number of assets in the portfolio. The Karhunen-Loève expansion is used to quantify the KL dimension of the geometric object induced by a portfolio. The associated dimension is taken as the measure of diversification accounts for both the number of assets and the commonality within them. This ensures that measuring diversification as a dimension accounts for the complete diversification affect of the portfolio and is thus a valuable portfolio management tool.
摘要翻译：本披露详细介绍了衡量和分析资产组合多样化的方法。维度是衡量多元化的逻辑和量化手段。随着维度的增加，多样化也会增加。彼此之间的强大的资产相关性有损于独立性的概念。正相关增加风险，因此是不合需要的。资产被嵌入到高维欧几里德向量空间中。整个投资组合被解释为一组点，其环境维度是投资组合中资产的数量。 Karhunen-Loève扩展用于量化由投资组合引起的几何对象的KL维度。相关维度被视为衡量资产数量和共同性的多元化。这确保了衡量多元化作为一个维度，这是投资组合的完全多样化影响，因此是一个有价值的投资组合管理工具。

3. 发明申请

US20090292648A1 DIVERSIFICATION MEASUREMENT AND ANALYSIS SYSTEM 有权
标题翻译：多样化测量与分析系统
公开(公告)号：US20090292648A1
公开(公告)日：2009-11-26
申请号：US12417713
申请日：2009-04-03
申请人： James Eric Damschroder , Josh Samuel Ladd
发明人： James Eric Damschroder , Josh Samuel Ladd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/025
摘要： This disclosure details methods for measuring and analyzing diversification of portfolio of assets. A dimension is a logical and quantitative means to measure diversification. As the number of dimensions increases so does diversification. Strong asset correlations among each other detract from the notion of independence. A positive correlation increases risks and is therefore undesirable. Assets are embedded into a high dimensional Euclidean vector space. The entire portfolio is interpreted as a set of points whose ambient dimension is the number of assets in the portfolio. The Karhunen-Loève expansion is used to quantify the KL dimension of the geometric object induced by a portfolio. The associated dimension is taken as the measure of diversification accounts for both the number of assets and the commonality within them. This ensures that measuring diversification as a dimension accounts for the complete diversification affect of the portfolio and is thus a valuable portfolio management tool.
摘要翻译：本披露详细介绍了衡量和分析资产组合多样化的方法。维度是衡量多元化的逻辑和量化手段。随着维度的增加，多样化也会增加。彼此之间的强大的资产相关性有损于独立性的概念。正相关增加风险，因此是不合需要的。资产被嵌入到高维欧几里德向量空间中。整个投资组合被解释为一组点，其环境维度是投资组合中资产的数量。 Karhunen-Loève扩展用于量化由投资组合引起的几何对象的KL维度。相关维度被视为衡量资产数量和共同性的多元化。这确保了衡量多元化作为一个维度，这是投资组合的完全多样化影响，因此是一个有价值的投资组合管理工具。

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