EP 1248997 A4 20050907 - RESOURCE ALLOCATION TECHNIQUES
Title (en)
RESOURCE ALLOCATION TECHNIQUES
Title (de)
TECHNIKEN FÜR DIE ZUWEISUNG VON BETRIEBSMITTELN
Title (fr)
TECHNIQUES D'AFFECTATION DE RESSOURCES
Publication
Application
Priority
- US 0100636 W 20010109
- US 17526100 P 20000110
Abstract (en)
[origin: WO0153998A1] Resource allocation techniques for determining an allocation of investment funds among a set of at least two asset classes for a period of time which maximizes return on the investment funds over the period of time. In one aspect of the techniques, the return on the investment funds is determined using real options. In another aspect of the techniques, reliability of return is used to quantify the effects of the diversification resulting from the use of different classes of assets (203). The reliability of return is then used as a constraint on the maximization of the return. The reliability of return is determined (205) by establishing correlations between the asset classes with regard to risk, using the correlations with the standard deviations for the asset classes to determine covariances between the asset classes, and using the covariances to determine the standard deviation for the risk for the entire set. The standard deviation is then used together with the return to determine the reliability of the return (211).
IPC 1-7
IPC 8 full level
G06F 17/15 (2006.01); G06F 17/18 (2006.01); G06F 19/00 (2006.01); G06Q 10/00 (2006.01); G06Q 40/00 (2006.01); G06Q 90/00 (2006.01)
CPC (source: EP KR)
G06F 17/15 (2013.01 - KR); G06F 17/18 (2013.01 - KR); G06Q 40/06 (2013.01 - EP KR); G06Q 40/08 (2013.01 - EP KR)
Citation (search report)
- No Search
- See references of WO 0153998A1
Designated contracting state (EPC)
AT BE CH CY DE DK ES FI FR GB GR IE IT LI LU MC NL PT SE TR
DOCDB simple family (publication)
WO 0153998 A1 20010726; BR 0107495 A 20030114; CA 2394315 A1 20010726; CN 1395706 A 20030205; EP 1248997 A1 20021016; EP 1248997 A4 20050907; IL 150627 A0 20030212; JP 2003521043 A 20030708; KR 20020079777 A 20021019; KR 20070120199 A 20071221; MA 27345 A1 20050601; TW 493130 B 20020701
DOCDB simple family (application)
US 0100636 W 20010109; BR 0107495 A 20010109; CA 2394315 A 20010109; CN 01803596 A 20010109; EP 01942749 A 20010109; IL 15062701 A 20010109; JP 2001554224 A 20010109; KR 20027008914 A 20020710; KR 20077027205 A 20071122; MA 26716 A 20020628; TW 90100515 A 20010309