Real life implementation of modern portfolio theory (MPT) for financial planning and portfolio management
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United States of America Patent
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May 19, 2009
Grant Date -
Sep 26, 2002
app pub date -
Feb 2, 2001
filing date -
Feb 2, 2001
priority date (Note) -
Expired
status (Latency Note)
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Abstract
An investment portfolio management method for rebalancing an investor's securities portfolio based on the specified investment parameters is provided. The method utilizes a conventional mean-variance efficient portfolio frontier analysis, which is often cited in Modern Portfolio Theory (MPT), one of the major scholarly developments in modern finance, finds its way into actual rebalancing the investor's security portfolio. A new way of constructing market portfolio is also suggested. The method offers an automatic, mathematical solution for asset allocation and cash management in real time, while managing and trading on portfolios of each asset class, e.g. commercial papers, repurchase agreements, money market funds, bonds, stocks, mutual funds, and other derivatives on an automatic mode.
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