BRPI0414342A - método e sistema para alocação de recursos - Google Patents

método e sistema para alocação de recursos

Info

Publication number
BRPI0414342A
BRPI0414342A BRPI0414342-6A BRPI0414342A BRPI0414342A BR PI0414342 A BRPI0414342 A BR PI0414342A BR PI0414342 A BRPI0414342 A BR PI0414342A BR PI0414342 A BRPI0414342 A BR PI0414342A
Authority
BR
Brazil
Prior art keywords
resource classes
classes
historical data
alternative
risk
Prior art date
Application number
BRPI0414342-6A
Other languages
English (en)
Inventor
Dundas Doug
De Figueiredo Rui
Goldwhite Paul
Original Assignee
Citibank Na
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Citibank Na filed Critical Citibank Na
Publication of BRPI0414342A publication Critical patent/BRPI0414342A/pt

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/10—Tax strategies

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Operations Research (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

"MéTODO E SISTEMA PARA ALOCAçãO DE RECURSOS". A presente invenção refere-se a um método e um sistema para equiparar os objetivos de um investidor para retorno e risco de investimento de um portfolio com uma avaliação de uma faixa de retornos e riscos de provável geração por portfolios de investimento que consistem, ao menos em parte, de classes alternativas de recursos que envolve por exemplo, selecionar dados disponíveis de um histórico para uma pluralidade de classes alternativas de recursos; desnivelar (unsmoothing) os dados do histórico baseados em ao menos em parte em dados do histórico para classes tradicionais de recursos relacionadas às respectivas classes alternativas de recursos e corrigir os dados do histórico para as classes alternativas de recursos para um impacto de propensão de seleção e sobrevivência (survivorship). é computada uma previsão de retorno e de risco previstos para cada uma das classes alternativas de recursos baseadas ao menos em parte nos dados do histórico desnivelados (unsmoothed) corrigidos para as classes alternativas de recursos; e é identificada ao menos uma das classes alternativas de recursos que apresenta um retorno e risco previstos que corresponde substancialmente aos objetivos do investidor para o retorno e risco de investimento do portfolio, para inclusão no portfolio de investimento.
BRPI0414342-6A 2003-09-11 2004-09-13 método e sistema para alocação de recursos BRPI0414342A (pt)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US50183303P 2003-09-11 2003-09-11
US51833203P 2003-11-10 2003-11-10
PCT/US2004/029933 WO2005026917A2 (en) 2003-09-11 2004-09-13 Method and system for asset allocation

Publications (1)

Publication Number Publication Date
BRPI0414342A true BRPI0414342A (pt) 2006-11-07

Family

ID=34316497

Family Applications (1)

Application Number Title Priority Date Filing Date
BRPI0414342-6A BRPI0414342A (pt) 2003-09-11 2004-09-13 método e sistema para alocação de recursos

Country Status (10)

Country Link
US (2) US7599872B2 (pt)
EP (1) EP1664975A4 (pt)
JP (1) JP2007505411A (pt)
KR (1) KR20060123116A (pt)
AU (1) AU2004272206A1 (pt)
BR (1) BRPI0414342A (pt)
CA (1) CA2538815A1 (pt)
IL (1) IL174275A0 (pt)
MX (1) MXPA06002848A (pt)
WO (1) WO2005026917A2 (pt)

Families Citing this family (50)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20050192866A1 (en) * 2000-10-11 2005-09-01 Nintendo Of America Inc. System and method for managing a retail marketing program utilizing dynamic forms
WO2005079157A2 (en) * 2004-02-19 2005-09-01 Dmitry Gorbatovsky Portfolio optimization
US7769667B2 (en) 2004-09-10 2010-08-03 Chicago Mercantile Exchange Inc. System and method for activity based margining
US8849711B2 (en) * 2004-09-10 2014-09-30 Chicago Mercantile Exchange Inc. System and method for displaying a combined trading and risk management GUI display
US7430539B2 (en) 2004-09-10 2008-09-30 Chicago Mercantile Exchange System and method of margining fixed payoff products
US7426487B2 (en) * 2004-09-10 2008-09-16 Chicago Mercantile Exchange, Inc. System and method for efficiently using collateral for risk offset
US7428508B2 (en) * 2004-09-10 2008-09-23 Chicago Mercantile Exchange System and method for hybrid spreading for risk management
US7509275B2 (en) 2004-09-10 2009-03-24 Chicago Mercantile Exchange Inc. System and method for asymmetric offsets in a risk management system
US7593877B2 (en) 2004-09-10 2009-09-22 Chicago Mercantile Exchange, Inc. System and method for hybrid spreading for flexible spread participation
US7783547B1 (en) * 2004-12-10 2010-08-24 HedgeCity Corporation System and method for determining hedge strategy stock market forecasts
US8108281B2 (en) * 2005-01-07 2012-01-31 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US8069109B2 (en) 2005-01-07 2011-11-29 Chicago Mercantile Exchange Inc. System and method for using diversification spreading for risk offset
US20070294158A1 (en) * 2005-01-07 2007-12-20 Chicago Mercantile Exchange Asymmetric and volatility margining for risk offset
US8103578B2 (en) * 2005-01-07 2012-01-24 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US8738490B2 (en) 2005-01-07 2014-05-27 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US20060212376A1 (en) * 2005-03-21 2006-09-21 Perspective Partners Systems and methods for real-time, dynamic multi-dimensional constraint analysis of portfolios of financial instruments
US20060253356A1 (en) * 2005-05-05 2006-11-09 Cogent Partners, Lp Methods and devices for displaying and communicating complex financial information
US7756768B2 (en) * 2005-07-01 2010-07-13 Rbc Capital Markets Corporation Exposure driven index
US7822668B1 (en) * 2005-10-31 2010-10-26 Peter Benda Tool for hedging real estate ownership risk using financial portfolio theory and hedonic modeling
US7970684B1 (en) * 2005-10-31 2011-06-28 Peter Benda Fund for hedging real estate ownership risk using financial portfolio theory and data feed for analyzing the financial performance of a portfolio that includes real estate
JP4804147B2 (ja) * 2006-01-05 2011-11-02 大阪瓦斯株式会社 契約支援システム
US20080016008A1 (en) * 2006-07-11 2008-01-17 Siegel Richard J Principal guaranteed savings and investment system and method
TWI321762B (en) * 2006-08-24 2010-03-11 Sifeon Knowledge Technology Investment allocation system, analysis module and method thereof
TWI333173B (en) * 2006-08-24 2010-11-11 Sifeon Knowledge Technology Pioneering Ltd Company Investment allocation system and method thereof, analysis module for calculating adaptivity of financial assets and method thereof
TWI329286B (en) * 2006-08-24 2010-08-21 Sifeon Knowledge Technology Investment allocation system, analysis module and method thereof
US7680717B2 (en) * 2006-09-01 2010-03-16 Cabot Research, Llc Hypothetical-portfolio-return determination
US7848987B2 (en) * 2006-09-01 2010-12-07 Cabot Research, Llc Determining portfolio performance measures by weight-based action detection
US7756769B2 (en) * 2006-09-01 2010-07-13 Cabot Research, Llc Portfolio-performance assessment
KR100889278B1 (ko) * 2007-03-16 2009-03-19 주식회사 신한은행 고객별 수익성 산출 방법 및 시스템과 서버 및 이를 위한기록매체
US20090138409A1 (en) * 2007-05-04 2009-05-28 Jason Galanis Access for Non-Accredited Investor to Simulated Hedged and Leveraged Investments through Exempt Variable Rate Term Deposit Vehicles
US8185464B1 (en) * 2007-09-14 2012-05-22 The Vanguard Group, Inc. Method of making distributions from an investment fund
US20100179921A1 (en) * 2009-01-09 2010-07-15 American International Group, Inc. Behavior based pricing for investment guarantee insurance
US20100217725A1 (en) * 2009-02-24 2010-08-26 Clyne Miles A Apparatus for automatic financial portfolio monitoring and associated methods
US20090313177A1 (en) * 2009-03-13 2009-12-17 Whitmyer Jr Wesley W System for determining and balancing actual asset allocation
US8321333B2 (en) 2009-09-15 2012-11-27 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
US8131634B1 (en) 2009-09-15 2012-03-06 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
US8401950B2 (en) * 2010-01-25 2013-03-19 Fair Isaac Corporation Optimizing portfolios of financial instruments
US20140379612A1 (en) * 2010-04-02 2014-12-25 Rory Mulvaney Leveraging to Minimize the Expected Inverse Assets
US20110264473A1 (en) * 2010-04-22 2011-10-27 Christopher Blair Abreu System and method for providing risk management for variable annuity contracts
US10453140B2 (en) * 2010-11-04 2019-10-22 New York Life Insurance Company System and method for allocating traditional and non-traditional assets in an investment portfolio
US11599892B1 (en) 2011-11-14 2023-03-07 Economic Alchemy Inc. Methods and systems to extract signals from large and imperfect datasets
KR101139626B1 (ko) * 2011-12-07 2012-04-27 우리투자증권 주식회사 운용과정 기반의 포트폴리오 리스크 평가 방법 및 시스템
US8725618B1 (en) * 2012-11-09 2014-05-13 Manulife Asset Management (US) LLC System and method for de-risking a pension fund
US9940683B2 (en) 2013-07-31 2018-04-10 Elwha Llc Managing a risk of a liability that is incurred if a subject treated for a condition is retreated within a specified time period
US20150039486A1 (en) * 2013-07-31 2015-02-05 Elwha Llc Generating a description of, and an offer to transfer or a solicitation of an offer to acquire, an asset that includes at least one retreatment contract
US11037244B1 (en) 2017-03-03 2021-06-15 Wells Fargo Bank, N.A. Computerized portfolio management tool
CN107767254A (zh) * 2017-09-30 2018-03-06 平安科技（深圳）有限公司 电子装置、评估方法及计算机可读存储介质
CN113962801B (zh) * 2021-10-28 2024-12-24 建信金融科技有限责任公司 一种资产配置方法、系统及装置
US20230306520A1 (en) * 2022-03-22 2023-09-28 Blackrock, Inc. Systems and methods for resource allocation in a dynamic system
CN121094969A (zh) * 2025-08-19 2025-12-09 上海日翼科技有限公司 基于智能数据分析的不良资产处置优化系统及方法

Family Cites Families (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JPH1196218A (ja) * 1997-09-16 1999-04-09 Mit:Kk ポートフォリオ自動設計システム及び記録媒体
CA2290888A1 (en) * 1999-11-26 2001-05-26 Algorithmics International Corp. Risk management, pricing and portfolio makeup system and method
AU2001255424A1 (en) * 2000-04-17 2001-10-30 William R. Corrin A system for relating investment account information to an inves tment objective
JP2002109207A (ja) * 2000-09-28 2002-04-12 Nissay Asset Management Corp ポートフォリオのＶａＲ計測システム
US7401041B2 (en) * 2000-12-15 2008-07-15 The Trustees Of Columbia University Systems and methods for providing robust investment portfolios
JP2002334207A (ja) * 2001-05-11 2002-11-22 Keio Gijuku ポートフォリオ最適化システム
JP2003067565A (ja) * 2001-08-22 2003-03-07 Nli Research Institute 市場リスクと信用リスクの統合評価システム及び統合評価方法
JP2003223555A (ja) * 2001-11-21 2003-08-08 Daiwa Securities Group Inc ポートフォリオ構築支援装置およびプログラム
US7085738B2 (en) * 2002-03-05 2006-08-01 Protégé Partners LLC Method and system for creating and operating an investable hedge fund index fund
US7346569B2 (en) * 2002-04-10 2008-03-18 Richard E. Oberuc Method and apparatus for producing time variant asset allocation
US20050015326A1 (en) * 2003-06-11 2005-01-20 Terry Lee N. Methods and systems for facilitating investment in real estate

Also Published As

Publication number Publication date
US20050171883A1 (en) 2005-08-04
WO2005026917A2 (en) 2005-03-24
EP1664975A4 (en) 2008-04-23
KR20060123116A (ko) 2006-12-01
US20100010938A1 (en) 2010-01-14
JP2007505411A (ja) 2007-03-08
CA2538815A1 (en) 2005-03-24
AU2004272206A1 (en) 2005-03-24
MXPA06002848A (es) 2006-06-23
IL174275A0 (en) 2006-08-01
WO2005026917A3 (en) 2006-09-28
US7599872B2 (en) 2009-10-06
EP1664975A2 (en) 2006-06-07

Similar Documents

Publication Publication Date Title
BRPI0414342A (pt) método e sistema para alocação de recursos
Yao et al. Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China
Kapadia et al. Do idiosyncratic jumps matter?
BRPI0411340A (pt) conservante particulado de madeira e método para produzir o mesmo
BRPI0507699A (pt) sistema de arquivo virtual
WO2005015345A3 (en) Financial investment advice system and method
BR112013002998A2 (pt) sistema de gerenciamento e controle de ativos
EP1975836A3 (en) Server active management technology (AMT) assisted secure boot
BRPI0503785A (pt) sistema eletrÈnico de permuta de dados
Neilson Feeding the bangsa: food sovereignty and the state in Indonesia
EP1158385A3 (en) Trust-based link access control
MY154764A (en) Method and system for pricing and allocating securities
ZA202302886B (en) Computer-implemented method and system for determining a protection level and optimal insurance cover
Farolfi et al. Inter-sectoral competition for water allocation in rural South Africa: Analysing a case study through a standard environmental economics approach
Borowicz The shift of the policy towards FDI in European Union: determinants and challenges
Gomme Accounting for the jobless recoveries
Vogelgesang The EC white paper on a strategy for a future chemicals policy
Kebin et al. Desertification assessment indicator system in China
Schneider The Stern Review debate: an editorial essay
Lahelma Evidence for animal sacrifices in front of the rock painting of Kotojärvi, Southeastern Finland: Perspectives on Differences in Rock Art
Nattrass Setting minimum wages in South Africa
Yanagisawa Usefulness of the Forward Curve in Forecasting Oil Prices
Ahasan et al. Structural adjustment for financing health and safety services in less developed countries
Erdenebat SOVEREIGN WEALTH FUNDS: THE CASE OF MONGOLIA
Myers What is behind the growth in trademark filings? An analysis of United States data

Legal Events

Date Code Title Description
B08F Application dismissed because of non-payment of annual fees [chapter 8.6 patent gazette]

Free format text: REFERENTE A 10A ANUIDADE.

B08K Patent lapsed as no evidence of payment of the annual fee has been furnished to inpi [chapter 8.11 patent gazette]

Free format text: REFERENTE AO DESPACHO 8.6 PUBLICADO NA RPI 2271 DE 15/07/2014.