Rapid method of analysis for correlation of asset return to future financial liabilities
Number of patents in Portfolio can not be more than 2000
United States of America Patent
Stats
-
Jan 1, 2002
Grant Date -
N/A
app pub date -
Aug 2, 1989
filing date -
Aug 2, 1989
priority date (Note) -
Expired
status (Latency Note)
Importance
Abstract
A method and system for correlating an expected asset return of a portfolio to changes in future financial liabilities and also to other financial indices. Management of asset portfolios often requires precise matching of liability streams, such as is the insurance industry and for pension funds. The method selects the weight percentages of assets by achieving optimum statistical correlation between asset returns and liability returns.
First Claim
Family
International Classification(s)
Cited Art Landscape
Patent Citation Ranking
Advertisement
Advertisement
Advertisement
Recipient Email Address
Recipient Email Address
Comment
Recipient Email Address
Add to Portfolio(s)
To add this patent to one, or more, of your portfolios, simply click the add button.
This Patent is in these Portfolios:
Add to additional portfolios:
Last Refreshed On:
Changes done successfully