Invention Grant
US08548888B2 Method and apparatus for computing and displaying a risk-return profile as a risk measure for financial assets
有权
计算和显示风险回报资料作为金融资产风险度量的方法和设备
- Patent Title: Method and apparatus for computing and displaying a risk-return profile as a risk measure for financial assets
- Patent Title (中): 计算和显示风险回报资料作为金融资产风险度量的方法和设备
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Application No.: US12462233Application Date: 2009-08-01
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Publication No.: US08548888B2Publication Date: 2013-10-01
- Inventor: Donald DuBois
- Applicant: Donald DuBois
- Agency: Dergosits & Noah LLP
- Agent Geoffrey T. Staniford
- Main IPC: G06Q40/00
- IPC: G06Q40/00
Abstract:
A method and apparatus for displaying a financial asset risk-return profile is disclosed. The method includes determining the length of a period; computing an integer number of intervals in a date range set, an interval being an integer multiple of the length of the period; for each interval, computing the number of interval sub-sets in the date range set, each interval sub-set spanning the time spanned by a corresponding interval; for each interval, computing a metric of the interval sub-sets; and for each interval, displaying the computed metric. The displayed financial asset risk-return profile includes a total return component and a hold time component of risk.
Public/Granted literature
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