Long-term cumulative return maximization strategy
OwnerSilviu Iulian Albinventor
Life of this patent
Estimating the term…
Abstract
A portfolio optimization method for maximizing long-term cumulative return is provided. The method consists in selecting the portfolio with the highest probability-weighted geometric mean of payoffs. It can be mathematically proven that maximizing the geometric mean is the investing strategy that, over the long term, will outperform any other strategy in terms of cumulative return.
Claims3
A portfolio optimization method that consists in selecting the portfolio with the highest probability-weighted geometric mean of payoffs, payoffs representing present values of the portfolio's future cash flows.
A portfolio optimization method that consists in selecting the portfolio with the highest probability-weighted geometric mean of payoffs, payoffs representing portfolio market values after a pre-determined period of time.
Dependencies are inferred from the claim text.