the CAPM assumptions require investors to have mean-variance objectives and identical investment opportunity sets.the model is static and myopic it assumes a one- period investment horizon, which can be rather inefficient from a multi-period perspective.This invention relates generally to the field of financial portfolio management and, in particular, to passive management of portfolios.G06Q40/06- Asset management Financial planning or analysis.G06Q40/00- Finance Insurance Tax strategies Processing of corporate or income taxes.G06Q- INFORMATION AND COMMUNICATION TECHNOLOGY 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. ![]() G06- COMPUTING CALCULATING OR COUNTING.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 Kenneth Yip filed Critical Kenneth Yip Priority to AU2002318142A priority Critical patent/AU2002318142A1/en Priority to AU2002325490A priority patent/AU2002325490A1/en Priority to PCT/IB2002/003349 priority patent/WO2002095639A2/en Publication of WO2002093322A2 publication Critical patent/WO2002093322A2/en Publication of WO2002093322A3 publication Critical patent/WO2002093322A3/en Links ( en Inventor Kenneth Yip Original Assignee Kenneth Yip Priority date (The priority date is an assumption and is not a legal conclusion. Google Patents WO2002093322A2 - Methods and systems for preference-based dynamic passive investing WO2002093322A2 - Methods and systems for preference-based dynamic passive investing
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