发明名称 |
System and method for assessing the degree of diversification of a portfolio of assets |
摘要 |
A system and method is disclosed for assessing the degree of diversification of a portfolio of assets by determining the average covariance and the average correlation coefficient of the assets within the investment portfolio using successive incremental random sampling ("SIRS").
|
申请公布号 |
US2003105702(A1) |
申请公布日期 |
2003.06.05 |
申请号 |
US20020234506 |
申请日期 |
2002.09.04 |
申请人 |
LONG AUSTIN M.;NICKELS CRAIG J. |
发明人 |
LONG AUSTIN M.;NICKELS CRAIG J. |
分类号 |
G06Q40/00;(IPC1-7):G06F17/60 |
主分类号 |
G06Q40/00 |
代理机构 |
|
代理人 |
|
主权项 |
|
地址 |
|