发明名称 |
Method of determining optimal asset allocation utilizing asset cash flow simulation |
摘要 |
A method of simulating future cash flow for a given asset allocation under a variety of economic conditions, measuring the frequency of failure of the cash flow to avoid one or more predefined risks. Assigning user-selected weights to avoidance of specified risks and alternative user-selected weights to maximization of rate of return, the invention utilizes the cash flow simulation to produce a performance index. By methodological testing through asset allocation adjustments, the optimum performance index is determined, thereby identifying the optimum asset allocation.
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申请公布号 |
US2002038271(A1) |
申请公布日期 |
2002.03.28 |
申请号 |
US20010775791 |
申请日期 |
2001.02.05 |
申请人 |
FRIEND EDWARD H.;MCCRORY ROBERT T. |
发明人 |
FRIEND EDWARD H.;MCCRORY ROBERT T. |
分类号 |
G06Q40/00;(IPC1-7):G06F17/60 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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