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专利名称：Portfolio-Performance Assessment发明人：Harold J. A. Haig申请号：US11469672申请日：20060901
公开号：US20080071695A1公开日：20080320
专利附图：
摘要：A portfolio-analysis tool receives data that describe an actual portfolio. Itcomputes from those data the returns or other performance measures of hypotheticalportfolios whose holdings are drawn from the assets that the actual portfolio heldduring some period. Among the purposes of doing so is to detect biases made in
investment-portfolio actions of the type taken, for instance, to accommodate cashinflows and withdrawals. For that purpose, differences between the hypothetical
portfolio and the actual portfolio are so made as to offset portfolio actions identified byfinding differences between the weights that positions actually exhibit and the weightsthey would result from return only. Returns for the hypothetical portfolio are computedby calculating an offset return incrementally, one such offset at a time, and thencomputing the hypothetical portfolio's return as the sum of quantities proportional tothe offset return and that of the actual portfolio.
申请人：Harold J. A. Haig
地址：Chestnut Hill MA US
国籍：US
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