WO2004042532A3 - Financial planning constraints for portfolio analysis - Google Patents

Financial planning constraints for portfolio analysis Download PDF

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Publication number
WO2004042532A3
WO2004042532A3 PCT/US2003/035004 US0335004W WO2004042532A3 WO 2004042532 A3 WO2004042532 A3 WO 2004042532A3 US 0335004 W US0335004 W US 0335004W WO 2004042532 A3 WO2004042532 A3 WO 2004042532A3
Authority
WO
WIPO (PCT)
Prior art keywords
investor
asset allocation
portfolio
analysis
investment products
Prior art date
Application number
PCT/US2003/035004
Other languages
French (fr)
Other versions
WO2004042532A2 (en
Inventor
Brian Hollander
Curtis Burton Downing
Original Assignee
Mellon Investors Llc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Mellon Investors Llc filed Critical Mellon Investors Llc
Priority to AU2003291695A priority Critical patent/AU2003291695A1/en
Publication of WO2004042532A2 publication Critical patent/WO2004042532A2/en
Publication of WO2004042532A3 publication Critical patent/WO2004042532A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Abstract

Systems and methods for the automated generation of an asset allocation and automated analysis of an investment portfolio. Information regarding an individual investor is preferably used to generate an individualized asset allocation that takes into account the financial goals of the investor. The present system utilizes this asset allocation or an asset allocation generated by any other means to analyze and optimize a portfolio. The present system preferably evaluates the investment products held by an investor and all available investment products to generate a list of investment products to be pruned, augmented, or in which the investor should newly invest. This analysis preferably proceeds using explicit rules for pruning, augmenting, or newlyinvesting in specific investment products. The rules may be configurable so that different approaches to portfolio analysis and optimization may be employed easily.
PCT/US2003/035004 2002-11-01 2003-11-03 Financial planning constraints for portfolio analysis WO2004042532A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2003291695A AU2003291695A1 (en) 2002-11-01 2003-11-03 Financial planning constraints for portfolio analysis

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US42322902P 2002-11-01 2002-11-01
US60/423,229 2002-11-01

Publications (2)

Publication Number Publication Date
WO2004042532A2 WO2004042532A2 (en) 2004-05-21
WO2004042532A3 true WO2004042532A3 (en) 2005-08-18

Family

ID=32312624

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2003/035004 WO2004042532A2 (en) 2002-11-01 2003-11-03 Financial planning constraints for portfolio analysis

Country Status (2)

Country Link
AU (1) AU2003291695A1 (en)
WO (1) WO2004042532A2 (en)

Families Citing this family (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US10453140B2 (en) 2010-11-04 2019-10-22 New York Life Insurance Company System and method for allocating traditional and non-traditional assets in an investment portfolio
US20120116990A1 (en) * 2010-11-04 2012-05-10 New York Life Insurance Company System and method for allocating assets among financial products in an investor portfolio

Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6021397A (en) * 1997-12-02 2000-02-01 Financial Engines, Inc. Financial advisory system
US6601044B1 (en) * 1998-03-11 2003-07-29 Foliofn, Inc. Method and apparatus for enabling individual or smaller investors or others to create and manage a portfolio of securities or other assets or liabilities on a cost effective basis

Patent Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6021397A (en) * 1997-12-02 2000-02-01 Financial Engines, Inc. Financial advisory system
US6601044B1 (en) * 1998-03-11 2003-07-29 Foliofn, Inc. Method and apparatus for enabling individual or smaller investors or others to create and manage a portfolio of securities or other assets or liabilities on a cost effective basis

Also Published As

Publication number Publication date
AU2003291695A8 (en) 2004-06-07
WO2004042532A2 (en) 2004-05-21
AU2003291695A1 (en) 2004-06-07

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