Invention Grant
- Patent Title: Portfolio optimization
- Patent Title (中): 投资组合优化
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Application No.: US11794636Application Date: 2005-02-20
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Publication No.: US07809626B2Publication Date: 2010-10-05
- Inventor: Dmitry Gorbatovsky
- Applicant: Dmitry Gorbatovsky
- Agency: Carter, DeLuca, Farrell & Schmidt, LLP
- International Application: PCT/IL2005/000209 WO 20050220
- International Announcement: WO2005/079157 WO 20050901
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
A method for comparing, creating and optimizing investment portfolios is provided. The utility function for an investment is characterized, and the optimization problem for the utility function is stated based on investor preferences and risk tolerance. According to one embodiment, the measure of relative performance of investment portfolios is calculated based on the investor utility function. According to another embodiment, guidelines for generating an optimized portfolio for the investor from the plurality of asset classes available, are mapped out.
Public/Granted literature
- US20100017338A1 Portfolio Optimization Public/Granted day:2010-01-21
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