公开(公告)号：US20100017338A1

公开(公告)日：2010-01-21

申请号：US11794636

申请日：2005-02-20

Applicant: Dmitry Gorbatovsky

Inventor： Dmitry Gorbatovsky

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/04

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.

Abstract translation: 提供了一种比较，创建和优化投资组合的方法。 对投资效用函数进行了表征，并根据投资者偏好和风险承受能力，对效用函数的优化问题进行了说明。 根据一个实施例，基于投资者效用函数计算投资组合的相对绩效的度量。 根据另一个实施例，映射了从多个可用资产类别为投资者生成优化组合的准则。

公开(公告)号：US07809626B2

公开(公告)日：2010-10-05

申请号：US11794636

申请日：2005-02-20

Applicant: Dmitry Gorbatovsky

Inventor： Dmitry Gorbatovsky

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/04

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.

Abstract translation: 提供了一种比较，创建和优化投资组合的方法。 对投资效用函数进行了表征，并根据投资者偏好和风险承受能力，对效用函数的优化问题进行了说明。 根据一个实施例，基于投资者效用函数计算投资组合的相对绩效的度量。 根据另一个实施例，映射了从多个可用资产类别为投资者生成优化组合的准则。

公开(公告)号：US20060271466A1

公开(公告)日：2006-11-30

申请号：US11499815

申请日：2006-08-07

Applicant: Dmitry Gorbatovsky

Inventor： Dmitry Gorbatovsky

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q40/00 ,  G06Q40/06

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.

Abstract translation: 提供了一种比较，创建和优化投资组合的方法。 对投资效用函数进行了表征，并根据投资者偏好和风险承受能力，对效用函数的优化问题进行了说明。 根据一个实施例，基于投资者效用函数计算投资组合的相对绩效的度量。 根据另一个实施例，映射了从多个可用资产类别为投资者生成优化组合的准则。