Computer methods and apparatus for optimizing portfolios of multiple participants

Number of patents in Portfolio can not be more than 2000

United States of America Patent

PATENT NO 7613652
APP PUB NO 20070150399A1
SERIAL NO

11668279

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Abstract

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Computer technology for substantially optimizing portfolios of multiple participants is disclosed. Preferably the portfolios of such multiple participants comprise fixed income instruments. The disclosed systems and methods include using at least one computer system for storing digital data representing portfolio holdings of multiple parties and, in particular, for each participant storing in the computer memory data representing constraints with respect to the desired portfolio. The method and system comprise optimizing using an optimization engine portfolio and constraint information of multiple participants so as to generate a set of trades that would substantially optimize participants portfolios with respect to a known objective.

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Patent Owner(s)

Patent OwnerAddress
MORGAN STANLEY SERVICES GROUP INC1633 BROADWAY NEW YORK NY 10019

International Classification(s)

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Campbell,, II Roy Edwin New York , US 1 3
Chang, Yoon New York , US 4 218
Lee, Young-Sup White Plains , US 6 251
Reddy, Stephen David Washington Crossing , US 7 255
Scowcroft, John New York , US 4 218
Tick, Evan New York , US 4 235
Towse,, Jr Robert C Stamford , US 1 3
Tse, Joan Ka-Wai New York , US 4 218
Young, Andrew R New York , US 8 272

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