Invention Grant
- Patent Title: Computer program product for selecting an investment portfolio based in part on socially responsible investing considerations
- Patent Title (中): 部分基于社会责任投资考虑的选择投资组合的计算机程序产品
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Application No.: US12567231Application Date: 2009-09-25
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Publication No.: US08438092B2Publication Date: 2013-05-07
- Inventor: Eduardo A. Repetto , David G. Booth
- Applicant: Eduardo A. Repetto , David G. Booth
- Applicant Address: US CA Santa Monica
- Assignee: Dimensional Fund Advisors LP
- Current Assignee: Dimensional Fund Advisors LP
- Current Assignee Address: US CA Santa Monica
- Agency: Panitch Schwarze Belisario & Nadel LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
A computer program product is provided for selecting a recommended investment portfolio based in part on socially responsible considerations. A portfolio of securities is identified for potential inclusion in the recommended investment portfolio. Socially responsible investing (SRI) scores are provided for the identified securities, and the identified securities are ranked relative to each other based on their SRI scores in a computerized ranking engine. A processor receives an entry of initial weightings for each of the identified securities, or data by which initial weightings for each of the identified securities can be objectively calculated; the ranking of the identified securities based on their SRI scores; and an SRI multiplier algorithm that is correlated with the relative ranking. The initial weightings or the data are unadjusted by socially responsible considerations. The processor uses a weighting calculation engine to calculate adjusted weightings for the portfolio of securities using at least the entered items. Securities having higher ranked SRI scores relative to other securities receive greater weightings, and the weightings include non-binary weightings. The processor outputs the adjusted weightings for the portfolio of securities. The adjusted weightings are used to select the recommended investment portfolio based in part on socially responsible considerations.
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