FINANCIAL PORTFOLIO RISK MANAGEMENT

专利名称：FINANCIAL PORTFOLIO RISK MANAGEMENT发明人：RONALD, E., SLOAN,SLUTSKY, STEPHEN, B.申请号：US0225491申请日：20020809公开号：WO03017041A3公开日：20031224

摘要：A financial portfolio risk modeling system operates in a collaborative computingenvironment between a user (110) and a portfolio development system (182). Theportfolio 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, anduser bull/bear attitude. The system further calculates Value At Risk (VAR) values for theuser. The system filters various securities based on their VAR and Beta values andpresents two lists of filtered securities, with opposing Beta values, matching the userprofile. The system enables the user to swap securities in and out of his/her existingportfolio. The model also generates an ideal portfolio based on the user profile. Thesystem presents the user with an estimated value of his/her portfolio, based on aregression formula as well as a possible best and worst scenario on a statistical formula.

申请人：ACCENTURE LLP,RONALD, E., SLOAN,SLUTSKY, STEPHEN, B.

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