3 patents
Utility
Performance attribution for portfolios with composite investments
21 Dec 21
In existing performance attribution, composite investments are resolved into simple assets, and the performance attribution provides results only for the resolved, net investment in the simple assets.
Vishv Jeet, Vishal Shekhar
Filed: 25 Jul 19
Utility
Methods and apparatus employing hierarchical conditional value at risk to minimize downside risk of a multi-asset class portfolio and improved graphical user interface
7 Dec 21
The traditional Markowitz mean-variance-optimization (MVO) framework that uses the standard deviation of the possible portfolio returns as a measure of risk does not accurately measure the risk of multi-asset class portfolios whose return distributions are non-Gaussian and asymmetric.
Kartik Sivaramakrishnan
Filed: 23 Dec 20
Utility
Identifying and compensating for model mis-specification in factor risk models
9 Feb 21
Techniques for using factor risk models to more accurately estimate the risk or active risk of an investment portfolio are disclosed.
Robert A. Stubbs, Stefan Hans Schmieta
Filed: 15 Jun 18
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