Method and apparatus for producing time variant asset allocation
AssigneeBurlington Hall Asset Management
InventorRichard E. Oberuc
Life of this patent
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Abstract
Methods and/or apparatus are contemplated for establishing a plurality of investments in a portfolio among which an allocation of assets is to be made; establishing one or more factors to be associated with the plurality of investments, at least one of the factors having values that are time variant; and computing the allocation of assets among the investments as one or more functions of the one or more factors such that a time variant allocation of the assets among the investments is obtained.
Claims138
A method, comprising:
- establishing a plurality of investments in a portfolio among which an allocation of assets is to be made;
- establishing one or more factors to be associated with the plurality of investments, at least one of the factors having values that are time variant;
- and
- computing the allocation of assets among the investments as one or more functions of the one or more factors such that a time variant allocation of the assets among the investments is obtained.
An apparatus including at least one processing unit operable to execute one or more executable programs, the one or more executable programs causing the at least one processing unit to perform steps comprising:
- establishing a plurality of investments in a portfolio among which an allocation of assets is to be made;
- establishing one or more factors to be associated with the plurality of investments, at least one of the factors having values that are time variant;
- and
- computing the allocation of assets among the investments as one or more functions of the one or more factors such that a time variant allocation of the assets among the investments is obtained.
A storage medium containing one or more executable programs, the one or more executable programs being operable to cause one or more processing units to perform steps comprising:
- establishing a plurality of investments in a portfolio among which an allocation of assets is to be made;
- establishing one or more factors to be associated with the plurality of investments, at least one of the factors having values that are time variant;
- and
- computing the allocation of assets among the investments as one or more functions of the one or more factors such that a time variant allocation of the assets among the investments is obtained.
Dependencies are inferred from the claim text.