Back to results
US 2022/0058739 A1Published application
System and method for asset portfolio optimization
AssigneeAllocateRite, LLC
InventorsQuanzhen Ding, Michael Spece, Abbas Shah
Life of this patent
Estimating the term…
Abstract
An asset portfolio optimization platform is disclosed. An example embodiment is configured to: receive an asset portfolio; calculate a Sharpe Ratio; determine if the Sharpe Ratio is below a pre-defined threshold; and use a pure risk minimization strategy to optimize the asset portfolio, if the Sharpe Ratio is below the pre-defined threshold.
Claims4
An asset portfolio optimization system, the system comprising:
- a data processor;
- and
- an asset portfolio optimization platform, executable by the data processor, the asset portfolio optimization platform being configured to:
- receive an asset portfolio;
- calculate a Sharpe Ratio;
- determine if the Sharpe Ratio is below a pre-defined threshold;
- and
- use a pure risk minimization strategy to optimize the asset portfolio, if the Sharpe Ratio is below the pre-defined threshold.
5 more elements
Dependencies are inferred from the claim text.