Life Cycle Based Portfolio Construction Platform Apparatuses, Methods and Systems

摘要

The Life Cycle Based Portfolio Construction Platform Apparatuses, Methods and Systems (“LPC”) transforms LPC Server data request (e.g., see 201 in FIG. 2, etc.) inputs via LPC components into sector-based portfolio investment transaction records outputs. In various implementations, the LPC receives historical investment data indicating investment returns from a data provider, generates a risk boundary curve for equity allocation at different investor age segments based on the received historical investment data, receives a portfolio construction request, and generates a life cycle based portfolio based on the retrieved equity allocation boundary value. The risk boundary curve may include a piecewise linear line, be generated via backward induction from a senior age segment to a junior age segment, and/or be determined based on an optimal average discounted utility over a set of adverse scenarios calculated based on different equity allocation percentages.

主权项

1. A cycle based portfolio management apparatus, comprising:
a computing processor; and a memory disposed in communication with the computing processor, and storing computing processor-executable instructions, said processor-executable instructions executable by the computing processor to:
receive historical investment data indicating investment returns from a data provider;generate a risk boundary curve for equity allocation at different investor age segments based on the received historical investment data;receive a portfolio construction request;retrieve an equity allocation boundary value from the generated risk boundary curve based on an investor age; andgenerate a life cycle based portfolio based on the retrieved equity allocation boundary value.