Method and apparatus for network-based portfolio management and risk-analysis

46 Pages·2013·2.95 MB·English

US007596523B2
(12) United States Patent (10) Patent N0.: US 7,596,523 B2
Sobel et a]. (45) Date of Patent: Sep. 29, 2009
(54) METHOD AND APPARATUS FOR (56) References Cited
NETWORK-BASED PORTFOLIO
U.S. PATENT DOCUMENTS
MANAGEMENT AND RISK-ANALYSIS
5,050,088 A * 9/1991 Buckler et a1. .............. .. 700/96
(75) Inventors: William Sobel, Oakland, CA (US); Alex 5,126,936 A 6/1992 Champion et a1. ........ .. 364/408
Aleskovski, El Cerrito, CA (US); Peter 5,168,444 A * 12/1992 Cukor et a1. ................. .. 705/1
Hand, Berkeley, CA (US); Zheng Liu, 5,186,444 A * 2/1993 Palmatier et a1. ....... .. 270/5209
San Ramon, CA (US); Michael
Bishopp, Lafayette, CA (US); Anton
Honikman, San Francisco, CA (US); (Continued)
Loren Anderson, Concord, CA (US);
FOREIGN PATENT DOCUMENTS
Richard Close, Chalfont St. Peter (GB)
EP 0 790 568 2/1997
(73) Assignee: Barra, Inc., Berkeley, CA (US)
Notice: Subject to any disclaimer, the term of this
(Continued)
patent is extended or adjusted under 35
U.S.C. 154(b) by 1047 days. OTHER PUBLICATIONS
BEA Acquires Softport Systems to Expand Its E-Commerce Con
(21) Appl. No.: 10/655,503
sulting And Application Development Services PR NeWsWire. New
York: Jun. 7, 2000. p. l.*
(22) Filed: Sep. 3, 2003
(Continued)
(65) Prior Publication Data
Primary ExamineriDaniel S Felten
US 2004/0210500 A1 Oct. 21, 2004 Assistant ExamineriWilliam E Rankins
(74) Attorney, Agent, or FirmiMichael A. Glenn; Glenn
Related US. Application Data Patent Group
(60) Provisional application No. 60/409,647, ?led on Sep.
(57) ABSTRACT
9, 2002.
(51) Int. Cl.
The invention comprises a risk model and data, and is pro
G06Q 40/00 (2006.01)
vided on a secure Web-based, interactive platform, Whereby a
G06F 15/16 (2006.01) user can build customized risk analyses and reports, covering
G06F 15/167 (2006.01) multiple asset classes and markets. The invention also orga
G06F 17/00 (2006.01) niZes and categorizes assets along dimensions best re?ecting
G06F 17/30 (2006.01) a user’s investment process, determines risk assumed, deter
(52) US. Cl. ................... .. 705/36 R; 709/201; 709/202; mines sources of risk, alloWs vieWing of a portfolio’s risk
709/203; 709/213; 707/1; 707/10; 707/100; exposures, identi?es and quanti?es sources of volatility, pro
707/102; 707/204 vides streamlined risk reporting, and provides a trade sce
nario utility.
(58) Field of Classi?cation Search ....... .. 709/201*203,
709/223, 213
See application ?le for complete search history. 24 Claims, 14 Drawing Sheets
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US 7,596,523 B2
Page 2
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US 7,596,523 B2
Page 3
Financial EnginesiSitemap; Welcome-Investment RiskMetrics Group; wwwriskmericscom; Research Working
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Welcome-Investment advice-Personal info-Investor education;
1998-2002 Financial Engines, Inc. * Cited by examiner

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