| 摘要 |
<p>A financial portfolio risk modeling system operates in a collaborative computing environment between a user (110) and a portfolio development system (182). The portfolio generating system models the user's personal investment parameters (174) into a user profile in terms of the user risk tolerance level, user investment style, and user bull/bear attitude. The system further calculates Value At Risk (VAR) values for the user. The system filters various securities based on their VAR and Beta values and presents two lists of filtered securities, with opposing Beta values, matching the user profile. The system enables the user to swap securities in and out of his/her existing portfolio. The model also generates an ideal portfolio based on the user profile. The system presents the user with an estimated value of his/her portfolio, based on a regression formula as well as a possible best and worst scenario on a statistical formula.</p> |
