专利快速检索-快速检索全球专利，免费商用专利数据库-IPRDB

1. 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。

2. 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。

3. 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。

4. 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。

5. 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。

6. 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。

7. 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。

8. 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。

9. 发明授权

US07321871B2 Enhancing utility and diversifying model risk in a portfolio optimization framework 有权
标题翻译：在投资组合优化框架中提高效用和模式风险多样化
公开(公告)号：US07321871B2
公开(公告)日：2008-01-22
申请号：US09955394
申请日：2001-09-17
申请人： Jason S. Scott , Christopher L. Jones , James W. Shearer , John G. Watson
发明人： Jason S. Scott , Christopher L. Jones , James W. Shearer , John G. Watson
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： A portfolio optimization process that diversifies model risk by favoring a more diversified portfolio over other portfolios with similar characteristics is provided. According to one aspect of the present invention, an intelligent search is performed for a diverse portfolio that meets a predetermined diversity budget. An initial portfolio is determined based upon an available set of financial products. The cost associated with more diversified portfolios compared to the initial portfolio is considered and one of the more diversified portfolios is selected that has an associated cost that is less than or equal to the predetermined diversity budget.
摘要翻译：提供了一个投资组合优化过程，通过对具有相似特征的其他投资组合有更多样化的投资组合来实现模型风险的多样化。根据本发明的一个方面，对满足预定分集预算的不同投资组合执行智能搜索。初始投资组合根据可用的一组金融产品确定。考虑与最初投资组合相比，更多样化的投资组合所涉及的成本，并且选择具有小于或等于预定分集预算的相关成本的更多样化投资组合之一。

10. 发明授权

US06292787B1 Enhancing utility and diversifying model risk in a portfolio optimization framework 有权
标题翻译：在投资组合优化框架中提高效用和模式风险多样化
公开(公告)号：US06292787B1
公开(公告)日：2001-09-18
申请号：US09151715
申请日：1998-09-11
申请人： Jason S. Scott , Christopher L. Jones , James W. Shearer , John G. Watson
发明人： Jason S. Scott , Christopher L. Jones , James W. Shearer , John G. Watson
IPC分类号： G06F1760
CPC分类号： G06Q40/06
摘要： A portfolio optimization process that diversifies model risk by favoring a more diversified portfolio over other portfolios with similar characteristics is provided. According to one aspect of the present invention, a more diverse portfolio may be selected over an initial portfolio in order to diversify model risk with reference to a predetermined diversity budget, defined in terms of expected return, risk, and/or utility. An initial portfolio of financial products is determined from an available set of financial products. One or more dimensions of an error space are searched for an alternate portfolio that is more diverse than the initial portfolio. A cost associated with the alternate portfolio is then calculated by comparing the difference between a characteristic of the initial portfolio and a corresponding characteristic of the alternate portfolio. Finally, the alternate portfolio is selected as the recommended portfolio if the cost is less than or equal to the predetermined diversity budget. According to another aspect of the present invention an intelligent search is performed for a diverse portfolio that meets a predetermined diversity budget. An initial portfolio is determined based upon an available set of financial products. The cost associated with more diversified portfolios compared to the initial portfolio is considered and one of the more diversified portfolios is selected that has an associated cost that is less than or equal to the predetermined diversity budget.
摘要翻译：提供了一个投资组合优化过程，通过对具有相似特征的其他投资组合有更多样化的投资组合来实现模型风险的多样化。根据本发明的一个方面，可以通过初始投资组合来选择更多样化的投资组合，以便参考根据预期回报，风险和/或效用来定义的预定分集预算来多样化模型风险。金融产品的初始投资组合是从一套可用的金融产品中确定的。搜索错误空间的一个或多个维度，该替代投资组合比初始投资组合更为多样化。然后通过比较初始投资组合的特征与替代投资组合的相应特征之间的差异来计算与替代投资组合相关联的成本。最后，如果成本小于或等于预定的多样性预算，那么选择替代投资组合作为推荐投资组合。根据本发明的另一方面，对满足预定分集预算的不同投资组合执行智能搜索。初始投资组合根据可用的一组金融产品确定。考虑与最初投资组合相比，更多样化的投资组合所涉及的成本，并且选择具有小于或等于预定分集预算的相关成本的更多样化投资组合之一。

你已经成功收藏专利！

检索式保存成功!

IPRDB

热门服务

关于我们

友情链接

联系方式