Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques
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United States of America Patent
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Dec 8, 2009
Grant Date -
Aug 25, 2005
app pub date -
Feb 20, 2004
filing date -
Feb 20, 2004
priority date (Note) -
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Abstract
The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.
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