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1. 发明授权

US07788155B2 Financial advisory system 有权
标题翻译：财务顾问系统
公开(公告)号：US07788155B2
公开(公告)日：2010-08-31
申请号：US11219513
申请日：2005-09-02
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system is provided. According to one aspect of the present invention, return scenarios for optimized portfolio allocations are simulated interactively to facilitate financial product selection. Return scenarios for each asset class of a plurality of asset classes are generated based upon estimated future scenarios of one or more economic factors. A mapping from each financial product of an available set of financial products onto one or more asset classes of the plurality of asset classes is created by determining exposures of the available set of financial products to each asset class of the plurality of asset classes. In this way, the expected returns and correlations of a plurality of financial products are generated and used to produce optimized portfolios of financial products. Return scenarios are simulated for one or more portfolios including combinations of financial products from the available set of financial products based upon the mapping.
摘要翻译：提供财务咨询系统。根据本发明的一个方面，用于优化投资组合分配的返回情景被交互地模拟以便于金融产品选择。基于一个或多个经济因素的估计的未来情景来生成多个资产类别中的每个资产类别的返回情景。通过将可用的一组金融产品暴露于多个资产类别中的每个资产类别来确定，将可用金融产品集合的每个金融产品映射到多个资产类别中的一个或多个资产类别。以这种方式，产生多个金融产品的预期收益和相关性，并用于产生优化的金融产品组合。模拟一个或多个投资组合的回报情景，包括基于映射的可用金融产品组合的金融产品的组合。

2. 发明申请

US20080235154A1 FINANCIAL ADVISORY SYSTEM 有权
标题翻译：财务顾问制度
公开(公告)号：US20080235154A1
公开(公告)日：2008-09-25
申请号：US12127000
申请日：2008-05-26
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system is provided. According to one aspect of the present invention, return scenarios for optimized portfolio allocations are simulated interactively to facilitate financial product selection. Return scenarios for each asset class of a plurality of asset classes are generated based upon estimated future scenarios of one or more economic factors. A mapping from each financial product of an available set of financial products onto one or more asset classes of the plurality of asset classes is created by determining exposures of the available set of financial products to each asset class of the plurality of asset classes. In this way, the expected returns and correlations of a plurality of financial products are generated and used to produce optimized portfolios of financial products. Return scenarios are simulated for one or more portfolios including combinations of financial products from the available set of financial products based upon the mapping.
摘要翻译：提供财务咨询系统。根据本发明的一个方面，用于优化投资组合分配的返回情景被交互地模拟以便于金融产品选择。基于一个或多个经济因素的估计的未来情景来生成多个资产类别中的每个资产类别的返回情景。通过将可用的一组金融产品暴露于多个资产类别中的每个资产类别来确定，将可用金融产品集合的每个金融产品映射到多个资产类别中的一个或多个资产类别。以这种方式，产生多个金融产品的预期收益和相关性，并用于产生优化的金融产品组合。模拟一个或多个投资组合的回报情景，包括基于映射的可用金融产品组合的金融产品的组合。

3. 发明授权

US07016870B1 Identifying a recommended portfolio of financial products for an investor based upon financial products that are available to the investor 失效
标题翻译：根据投资者可用的金融产品，确定投资者推荐的金融产品组合
公开(公告)号：US07016870B1
公开(公告)日：2006-03-21
申请号：US09495982
申请日：2000-02-01
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
IPC分类号： G06F17/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system is provided. According to one aspect of the present invention, return scenarios for optimized portfolio allocations are simulated interactively to facilitate financial product selection. Return scenarios for each asset class of a plurality of asset classes are generated based upon estimated future scenarios of one or more economic factors. A mapping from each financial product of an available set of financial products onto one or more asset classes of the plurality of asset classes is created by determining exposures of the available set of financial products to each asset class of the plurality of asset classes. In this way, the expected returns and correlations of a plurality of financial products are generated and used to produce optimized portfolios of financial products. Return scenarios are simulated for one or more portfolios including combinations of financial products from the available set of financial products based upon the mapping.
摘要翻译：提供财务咨询系统。根据本发明的一个方面，用于优化投资组合分配的返回情景被交互地模拟以便于金融产品选择。基于一个或多个经济因素的估计的未来情景来生成多个资产类别中的每个资产类别的返回情景。通过将可用的一组金融产品暴露于多个资产类别中的每个资产类别来确定，将可用金融产品集合的每个金融产品映射到多个资产类别中的一个或多个资产类别。以这种方式，产生多个金融产品的预期收益和相关性，并用于产生优化的金融产品组合。模拟一个或多个投资组合的回报情景，包括基于映射的可用金融产品组合的金融产品的组合。

4. 发明授权

US6021397A Financial advisory system 失效
标题翻译：财务顾问系统
公开(公告)号：US6021397A
公开(公告)日：2000-02-01
申请号：US982942
申请日：1997-12-02
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadier , Ronald T. Park
IPC分类号： G06Q40/06 , G06F17/60
CPC分类号： G06Q40/06
摘要： A financial advisory system is provided. According to one aspect of the present invention, return scenarios for optimized portfolio allocations are simulated interactively to facilitate financial product selection. Return scenarios for each asset class of a plurality of asset classes are generated based upon estimated future scenarios of one or more economic factors. A mapping from each financial product of an available set of financial products onto one or more asset classes of the plurality of asset classes is created by determining exposures of the available set of financial products to each asset class of the plurality of asset classes. In this way, the expected returns and correlations of a plurality of financial products are generated and used to produce optimized portfolios of financial products. Return scenarios are simulated for one or more portfolios including combinations of financial products from the available set of financial products based upon the mapping.
摘要翻译：提供财务咨询系统。根据本发明的一个方面，用于优化投资组合分配的返回情景被交互地模拟以便于金融产品选择。基于一个或多个经济因素的估计的未来情景来生成多个资产类别中的每个资产类别的返回情景。通过将可用的一组金融产品暴露于多个资产类别中的每个资产类别来确定，将可用金融产品集合的每个金融产品映射到多个资产类别中的一个或多个资产类别。以这种方式，产生多个金融产品的预期收益和相关性，并用于产生优化的金融产品组合。模拟一个或多个投资组合的回报情景，包括基于映射的可用金融产品组合的金融产品的组合。

5. 发明授权

US07983975B2 Financial advisory system 有权
标题翻译：财务顾问系统
公开(公告)号：US07983975B2
公开(公告)日：2011-07-19
申请号：US12127000
申请日：2008-05-26
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadler , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadler , Ronald T. Park
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system is provided. According to one aspect of the present invention, return scenarios for optimized portfolio allocations are simulated interactively to facilitate financial product selection. Return scenarios for each asset class of a plurality of asset classes are generated based upon estimated future scenarios of one or more economic factors. A mapping from each financial product of an available set of financial products onto one or more asset classes of the plurality of asset classes is created by determining exposures of the available set of financial products to each asset class of the plurality of asset classes. In this way, the expected returns and correlations of a plurality of financial products are generated and used to produce optimized portfolios of financial products. Return scenarios are simulated for one or more portfolios including combinations of financial products from the available set of financial products based upon the mapping.
摘要翻译：提供财务咨询系统。根据本发明的一个方面，用于优化投资组合分配的返回情景被交互地模拟以便于金融产品选择。基于一个或多个经济因素的估计的未来情景来生成多个资产类别中的每个资产类别的返回情景。通过将可用的一组金融产品暴露于多个资产类别中的每个资产类别来确定，将可用金融产品集合的每个金融产品映射到多个资产类别中的一个或多个资产类别。以这种方式，产生多个金融产品的预期收益和相关性，并用于产生优化的金融产品组合。模拟一个或多个投资组合的回报情景，包括基于映射的可用金融产品组合的金融产品的组合。

6. 发明授权

US07813989B2 Financial goal planning and analysis system 有权
标题翻译：财务目标规划与分析系统
公开(公告)号：US07813989B2
公开(公告)日：2010-10-12
申请号：US12259429
申请日：2008-10-28
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadler , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadler , Ronald T. Park
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system is described that facilitates planning regarding financial goals, such as retirement. According to one embodiment, a method of forecasting a future value of a financial product holding is provided. Exposure analysis is performed on a financial product in which an investor holds an interest to determine how the financial product behaves relative to a set of asset classes. A forecast is generated for the financial product holding at a configurable time horizon based on forward-looking scenarios of one or more asset classes of the set of asset classes. Based on the forecast, information is directly or indirectly caused to be presented regarding a projected value of the financial product holding at the configurable time horizon.
摘要翻译：描述了一个财务顾问系统，用于促进关于退休等财务目标的规划。根据一个实施例，提供了一种预测金融产品保持的未来价值的方法。对投资者持有兴趣的金融产品进行曝光分析，以确定金融产品相对于一组资产类别的行为。基于一组资产类别的一个或多个资产类别的前瞻性场景，为在可配置时间范围内持有的金融产品生成预测。根据预测，直接或间接地提供关于在可配置时间范围内持有的金融产品的预计价值的信息。

7. 发明申请

US20090055327A1 FINANCIAL GOAL PLANNING AND ANALYSIS SYSTEM 有权
标题翻译：财务目标规划与分析系统
公开(公告)号：US20090055327A1
公开(公告)日：2009-02-26
申请号：US12259429
申请日：2008-10-28
申请人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadler , Ronald T. Park
发明人： Christopher L. Jones , William F. Sharpe , Jason S. Scott , John G. Watson , Jeff N. Maggioncalda , Geert Bekaert , Steven R. Grenadler , Ronald T. Park
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system is described that facilitates planning regarding financial goals, such as retirement. According to one embodiment, a method of forecasting a future value of a financial product holding is provided. Exposure analysis is performed on a financial product in which an investor holds an interest to determine how the financial product behaves relative to a set of asset classes. A forecast is generated for the financial product holding at a configurable time horizon based on forward-looking scenarios of one or more asset classes of the set of asset classes. Based on the forecast, information is directly or indirectly caused to be presented regarding a projected value of the financial product holding at the configurable time horizon.
摘要翻译：描述了一个财务顾问系统，用于促进关于退休等财务目标的规划。根据一个实施例，提供了一种预测金融产品保持的未来价值的方法。对投资者持有兴趣的金融产品进行曝光分析，以确定金融产品相对于一组资产类别的行为。基于一组资产类别的一个或多个资产类别的前瞻性场景，为在可配置时间范围内持有的金融产品生成预测。根据预测，直接或间接地提供关于在可配置时间范围内持有的金融产品的预计价值的信息。

8. 发明授权

US6125355A Pricing module for financial advisory system 失效
标题翻译：财务顾问制度定价模块
公开(公告)号：US6125355A
公开(公告)日：2000-09-26
申请号：US982941
申请日：1997-12-02
申请人： Geert Bekaert , Steven R. Grenadier , Christopher L. Jones , Jason S. Scott , John G. Watson
发明人： Geert Bekaert , Steven R. Grenadier , Christopher L. Jones , Jason S. Scott , John G. Watson
IPC分类号： G06Q10/06 , G06Q30/02 , G06Q40/00 , G06F17/60
CPC分类号： G06Q40/04 , G06Q10/0635 , G06Q30/0201 , G06Q40/00 , G06Q40/025 , G06Q40/06
摘要： The pricing module of the present invention provides a single module that models both fixed-income securities and equity securities into the future in an arbitrage-free model. Because the modeling includes both fixed-income securities and equity securities that are modeled based on common input state variables and does not allow arbitrage conditions between the fixed-income securities and the equity securities (as well as no arbitrage within a security class), the present invention provides an improved pricing module as compared to those in the prior art.
摘要翻译：本发明的定价模块提供了一种在无套利模型中将固定收益证券和权益证券模型化的单一模块。因为模型既包括固定收益证券，也包括基于共同输入状态变量建立的股本证券，不允许固定收益证券与权益性证券之间的套利条件（以及证券类别内无套利）本发明提供了与现有技术相比改进的定价模块。

9. 发明授权

US5918217A User interface for a financial advisory system 失效
公开(公告)号：US5918217A
公开(公告)日：1999-06-29
申请号：US988226
申请日：1997-12-10
申请人： Jeff N. Maggioncalda , Christopher L. Jones , William F. Sharpe , Ken Fine , Ellen Tauber
发明人： Jeff N. Maggioncalda , Christopher L. Jones , William F. Sharpe , Ken Fine , Ellen Tauber
IPC分类号： G06F17/00 , G06Q30/06 , G06Q40/00
CPC分类号： G06Q40/06 , G06Q30/0601 , G06Q40/025 , G06Q40/08 , G06Q40/12
摘要： A user interface for a financial advisory system is provided. According to one aspect of the present invention, a user may interactively explore how changes in one or more input decisions such as a risk tolerance, a savings level, and a retirement age affect one or more output values such as a probability of achieving a financial goal or an indication of short-term risk. A first and second visual indication are concurrently displayed. The first visual indication includes input mechanisms, such as slider bars, for receiving the input decisions. The second visual indication includes a set of output values that are based upon the input decisions and a recommended set of financial products. After updated values for the input decisions are received via the input mechanisms, a new recommended set of financial products and a new set of output values may be determined based upon the updated values. The second visual indication may then be updated to reflect the new set of output values. According to another aspect of the present invention, a graphical input mechanism for receiving a desired level of investment risk may be calibrated. A set of available financial products, such as a set of mutual funds, and a predefined volatility, such as the volatility of the Market Portfolio are received. The settings associated with the graphical input mechanism are constrained based upon the set of available financial products. Additionally, the calibration of the units of the graphical input mechanism may be expressed as a relationship between the volatility associated with a setting of the graphical input mechanism and the predefined volatility.

10. 发明授权

US07774257B2 User interface for a financial advisory system 有权
标题翻译：财务顾问系统的用户界面
公开(公告)号：US07774257B2
公开(公告)日：2010-08-10
申请号：US11933555
申请日：2007-11-01
申请人： Jeff N. Maggioncalda , Christopher L. Jones , William F. Sharpe , Ken Fine , Ellen Tauber
发明人： Jeff N. Maggioncalda , Christopher L. Jones , William F. Sharpe , Ken Fine , Ellen Tauber
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： A financial advisory system and a user interface for such a system are provided. According to one embodiment, information regarding a retirement income goal of an individual is received. Multiple input values for corresponding decision variables are also received. The decision variables include an indication regarding a target retirement age for the individual, an indication regarding anticipated monetary contributions directed toward the retirement income goal and an indication regarding the individual's risk tolerance. A probability distribution dependent upon the decision variables is generated based on simulated market return scenarios and representing a set of possible future portfolio values based on the plurality of inputs. Finally, feedback regarding the likelihood of the individual achieving the retirement income goal is provided in view of the input values by graphically depicting one or more of the set of possible future portfolio values relative to a graphical indication of the retirement income goal.
摘要翻译：提供了一种用于这种系统的财务咨询系统和用户界面。根据一个实施例，接收关于个人的退休收入目标的信息。也接收相应决策变量的多个输入值。决策变量包括关于个人的目标退休年龄的指示，关于针对退休收入目标的预期货币捐款的指示以及关于个人的风险承受能力的指示。基于决策变量的概率分布基于模拟的市场收益情景产生，并且基于多个输入表示一组可能的未来投资组合值。最后，关于个人实现退休收入目标的可能性的反馈是根据输入值提供的，以图形方式描绘相对于退休收入目标的图形指示的一组可能的未来投资组合值。

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