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Investment Portfolio Risk Analysis System
Year Of Publication: 2014
Month Of Publication: July
Pages: 11
Download Count: 24
View Count: 1361
Comment Num: 0
Language: English
Source: patent
Who Can Read: Free
Date: 8-23-2014
Publisher: Administrator
Summary
A computer-implemented method includes receiving information identifying an investment; receiving information associated with a financial characteristic of the investment; and causing a processor to determine one or more of a range of motion, a portfolio history, an economic value of the tail, an exposure, and points of ruin associated with the investment using the financial characteristic of the investment. The processor can also initiate an alert when one or more conditions are met for the investment based upon the determination of the range of motion, the portfolio history, the economic value of the tail, the exposure, and/or the points of ruin.
Author(s)
Piccinini, Renaud Sign in to follow this author
Rockwell, Casey T. Sign in to follow this author
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