The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Sep. 22, 2009
Filed:
Mar. 19, 2003
Kete Charles Chalermkraivuth, Niskayuna, NY (US);
Carol Lynn Kiaer, Argyle, NY (US);
Srinivas Bollapragada, Niskayuna, NY (US);
Anindya Chakraborty, Schenectady, NY (US);
Kete Charles Chalermkraivuth, Niskayuna, NY (US);
Carol Lynn Kiaer, Argyle, NY (US);
Srinivas Bollapragada, Niskayuna, NY (US);
Anindya Chakraborty, Schenectady, NY (US);
General Electric Company, Niskayuna, NY (US);
Abstract
The invention provides systems and methods for determining an efficient frontier, which comprises a collection of security allocations in a portfolio, with multiple, conflicting objectives in a multi-factor portfolio problem. The method includes providing a mathematical model of a relaxation of a problem; generating a sequence of additional constraints; and sequentially applying respective nonlinear risk functions to generate respective adjusted maximum return solutions to obtain an efficient frontier.