Computer-implemented systems and methods for modeling risk of an investment portfolio

Number of patents in Portfolio can not be more than 2000

United States of America Patent

PATENT NO 8756140
SERIAL NO

13298981

Stats

ATTORNEY / AGENT: (SPONSORED)

Importance

Loading Importance Indicators... loading....

Abstract

See full text

Computer-based systems and methods are disclosed that generally relate to risk modeling for investment portfolios, such as equity investment portfolios. For example, a factor covariance matrix for a particular investment portfolio can be adjusted for known biases, including non-stationarity bias and optimization bias. In addition, new techniques for computing specific volatilities and relative specific volatilities for assets in a particular investment portfolio are disclosed.

Loading the Abstract Image... loading....

First Claim

See full text

Family

Loading Family data... loading....

Patent Owner(s)

Patent OwnerAddress
MSCI INC7 WORLD TRADE CENTER 250 GREENWICH STREET 49TH FLOOR NEW YORK NY 10007

International Classification(s)

  • [Classification Symbol]
  • [Patents Count]

Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Menchero, Jose San Francisco, US 2 15
Orr, Doyle J Richmond, US 1 5

Cited Art Landscape

Load Citation

Patent Citation Ranking

Forward Cite Landscape

Load Citation

Maintenance Fees

Fee Large entity fee small entity fee micro entity fee due date
11.5 Year Payment $7400.00 $3700.00 $1850.00 Dec 17, 2025
Fee Large entity fee small entity fee micro entity fee
Surcharge - 11.5 year - Late payment within 6 months $160.00 $80.00 $40.00
Surcharge after expiration - Late payment is unavoidable $700.00 $350.00 $175.00
Surcharge after expiration - Late payment is unintentional $1,640.00 $820.00 $410.00