US 2016/0104244 A1 · System and Method of Portfolio Allocation Comprising One or More Alternative Investments

Abstract

A system and method for a modern portfolio allocation, which incorporates one or more of an alternative investment asset, comprises an investment policy statement, a plurality of alternative investments, one or more risk management variables, a behavioral finance analysis, and one or more optimization tools. The system and method are configured to provide a tripartite asset allocation comprised of assets that are not highly correlated. A system for allocating assets within an investment portfolio comprises: one or more data storage units; an investment policy statement, including a risk tolerance level; one or more analysis engines in communication with the data storage unit, wherein the investment policy statement is analyzed by one or more of the analysis engines, thereby generating a portfolio construction comprised of a tripartite asset allocation of fixed income, equities, and one or more alternative investments.

Claims5

Dependent claims

A system for allocating assets within an investment portfolio, comprising:

a data storage unit for storing data associated with a plurality of assets, including equities, fixed income, and alternative investments;
an investment policy statement, wherein data includes an assembly of investment criteria including a risk tolerance level;
one or more analysis engines within the data storage unit, each analysis engine configured to evaluate criteria of the investment policy statement in order to identify an allocation of assets, wherein the analysis engines comprise a Fibonacci analysis engine, a Monte Carlo simulation, a risk measurement analysis engine, and a behavioral finance analysis engine;
a client terminal for input and display of information associated with the investment policy statement;
and
a processing unit in connection with the data storage and the client terminal, wherein information from the investment policy statement is analyzed by one or more of the analysis engines, thereby generating a portfolio construction comprised of a tripartite asset allocation of fixed income, equities, and one or more alternative investments.

3 more elements

Dependencies are inferred from the claim text.

System and Method of Portfolio Allocation Comprising One or More Alternative Investments

Life of this patent

System and Method of Portfolio Allocation Comprising One or More Alternative Investments

Life of this patent

Abstract

Claims5