System and method for data collection, evaluation, information generation, and presentation
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United States of America Patent
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Jun 11, 2002
Issued Date -
N/A
app pub date -
Feb 4, 2000
filing date -
Mar 16, 1998
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Abstract
A system and method for the optimal allocation of investment funds among a portfolio of investments, and the optimal selection of candidate investments for the portfolio to optimize the financial risk of the investor relative to the financial returns. The system and method create risk tolerance functions for the investor which describe the investor's monetary utility through probability preferences with respect to specific currency amounts relative to the investor's overall assets restricted to the investors monetary range of interest. The risk tolerance function is then used in conjunction with a computed probability density function of the investment portfolio to create a probability density function of the investor's probability preferences with respect to the investor's risk tolerance function. The probability density function expresses the dispersion of risk preferences that the investor would experience as a result of the investment allocation. Investment funds are allocated to the investments of the portfolio by maximizing the expected value of the probability density function of the investor's probability preferences within a rich environment of possible parameters
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