Document Search
Add To My Bookshelf Sign in or Register Save And Annotate

patent sign in to follow this
tail risk sign in to follow this

VaR Technology sign in to follow this
--Patents sign in to follow this
Discuss This Paper
Sign in to follow this page
Recent Comments
Investment Portfolio Risk Analysis System
Year Of Publication: 2014
Month Of Publication: July
Pages: 11
Download Count: 24
View Count: 1469
Comment Num: 0
Language: English
Source: patent
Who Can Read: Free
Date: 8-23-2014
Publisher: Administrator
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.
Piccinini, Renaud Sign in to follow this author
Rockwell, Casey T. Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?

Repeat Email:
User Name:
Confirm Password:

Sign Up

Welcome to GloriaMundi!
Thanks for singning up

continue or edit your profile