PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER

PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER

PROBLEM TO BE SOLVED: To provide a portfolio risk information providing device for supporting to reconstruct a customer's portfolio by presenting risk information which has high interpretability and is easy for investors to understand about the customer's portfolio and a fund portfolio of...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: SOTOZONO YASUTOMO, KURODA YUSUKE
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page
container_issue
container_start_page
container_title
container_volume
creator SOTOZONO YASUTOMO
KURODA YUSUKE
description PROBLEM TO BE SOLVED: To provide a portfolio risk information providing device for supporting to reconstruct a customer's portfolio by presenting risk information which has high interpretability and is easy for investors to understand about the customer's portfolio and a fund portfolio of a fund provider. SOLUTION: A risk analyzing means 113 selects a risk factor corresponding to fund sorting (investment strategy), and obtains risk sensitivity of a fund portfolio by a multiple regression analysis. A customer's portfolio risk calculating means 115 calculates risk sensitivity of a customer's portfolio on the basis of the risk sensitivity obtained by the risk analyzing means 113, and a customer's portfolio risk presenting means 117 performs three-stage risk information presentation. A replacement simulation means 119 for adding/eliminating the customer's portfolio simulates a change in risk information and a change in performance caused by fund addition/elimination, and presents the simulated changes to the customer. COPYRIGHT: (C)2010,JPO&INPIT
format Patent
fullrecord <record><control><sourceid>epo_EVB</sourceid><recordid>TN_cdi_epo_espacenet_JP2010003194A</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>JP2010003194A</sourcerecordid><originalsourceid>FETCH-epo_espacenet_JP2010003194A3</originalsourceid><addsrcrecordid>eNrjZDAO8A8KcfP38fRXCPIM9lbw9HPzD_J1DPH091MICPIP83Tx9HNXcHEN83R21VEIdg0Kcw3iYWBNS8wpTuWF0twMSm6uIc4euqkF-fGpxQWJyal5qSXxXgFGBoYGBgbGhpYmjsZEKQIADvonuA</addsrcrecordid><sourcetype>Open Access Repository</sourcetype><iscdi>true</iscdi><recordtype>patent</recordtype></control><display><type>patent</type><title>PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER</title><source>esp@cenet</source><creator>SOTOZONO YASUTOMO ; KURODA YUSUKE</creator><creatorcontrib>SOTOZONO YASUTOMO ; KURODA YUSUKE</creatorcontrib><description>PROBLEM TO BE SOLVED: To provide a portfolio risk information providing device for supporting to reconstruct a customer's portfolio by presenting risk information which has high interpretability and is easy for investors to understand about the customer's portfolio and a fund portfolio of a fund provider. SOLUTION: A risk analyzing means 113 selects a risk factor corresponding to fund sorting (investment strategy), and obtains risk sensitivity of a fund portfolio by a multiple regression analysis. A customer's portfolio risk calculating means 115 calculates risk sensitivity of a customer's portfolio on the basis of the risk sensitivity obtained by the risk analyzing means 113, and a customer's portfolio risk presenting means 117 performs three-stage risk information presentation. A replacement simulation means 119 for adding/eliminating the customer's portfolio simulates a change in risk information and a change in performance caused by fund addition/elimination, and presents the simulated changes to the customer. COPYRIGHT: (C)2010,JPO&amp;INPIT</description><language>eng</language><subject>CALCULATING ; COMPUTING ; COUNTING ; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES ; PHYSICS ; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</subject><creationdate>2010</creationdate><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://worldwide.espacenet.com/publicationDetails/biblio?FT=D&amp;date=20100107&amp;DB=EPODOC&amp;CC=JP&amp;NR=2010003194A$$EHTML$$P50$$Gepo$$Hfree_for_read</linktohtml><link.rule.ids>230,308,776,881,25542,76289</link.rule.ids><linktorsrc>$$Uhttps://worldwide.espacenet.com/publicationDetails/biblio?FT=D&amp;date=20100107&amp;DB=EPODOC&amp;CC=JP&amp;NR=2010003194A$$EView_record_in_European_Patent_Office$$FView_record_in_$$GEuropean_Patent_Office$$Hfree_for_read</linktorsrc></links><search><creatorcontrib>SOTOZONO YASUTOMO</creatorcontrib><creatorcontrib>KURODA YUSUKE</creatorcontrib><title>PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER</title><description>PROBLEM TO BE SOLVED: To provide a portfolio risk information providing device for supporting to reconstruct a customer's portfolio by presenting risk information which has high interpretability and is easy for investors to understand about the customer's portfolio and a fund portfolio of a fund provider. SOLUTION: A risk analyzing means 113 selects a risk factor corresponding to fund sorting (investment strategy), and obtains risk sensitivity of a fund portfolio by a multiple regression analysis. A customer's portfolio risk calculating means 115 calculates risk sensitivity of a customer's portfolio on the basis of the risk sensitivity obtained by the risk analyzing means 113, and a customer's portfolio risk presenting means 117 performs three-stage risk information presentation. A replacement simulation means 119 for adding/eliminating the customer's portfolio simulates a change in risk information and a change in performance caused by fund addition/elimination, and presents the simulated changes to the customer. COPYRIGHT: (C)2010,JPO&amp;INPIT</description><subject>CALCULATING</subject><subject>COMPUTING</subject><subject>COUNTING</subject><subject>DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES</subject><subject>PHYSICS</subject><subject>SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</subject><fulltext>true</fulltext><rsrctype>patent</rsrctype><creationdate>2010</creationdate><recordtype>patent</recordtype><sourceid>EVB</sourceid><recordid>eNrjZDAO8A8KcfP38fRXCPIM9lbw9HPzD_J1DPH091MICPIP83Tx9HNXcHEN83R21VEIdg0Kcw3iYWBNS8wpTuWF0twMSm6uIc4euqkF-fGpxQWJyal5qSXxXgFGBoYGBgbGhpYmjsZEKQIADvonuA</recordid><startdate>20100107</startdate><enddate>20100107</enddate><creator>SOTOZONO YASUTOMO</creator><creator>KURODA YUSUKE</creator><scope>EVB</scope></search><sort><creationdate>20100107</creationdate><title>PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER</title><author>SOTOZONO YASUTOMO ; KURODA YUSUKE</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-epo_espacenet_JP2010003194A3</frbrgroupid><rsrctype>patents</rsrctype><prefilter>patents</prefilter><language>eng</language><creationdate>2010</creationdate><topic>CALCULATING</topic><topic>COMPUTING</topic><topic>COUNTING</topic><topic>DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES</topic><topic>PHYSICS</topic><topic>SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</topic><toplevel>online_resources</toplevel><creatorcontrib>SOTOZONO YASUTOMO</creatorcontrib><creatorcontrib>KURODA YUSUKE</creatorcontrib><collection>esp@cenet</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>SOTOZONO YASUTOMO</au><au>KURODA YUSUKE</au><format>patent</format><genre>patent</genre><ristype>GEN</ristype><title>PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER</title><date>2010-01-07</date><risdate>2010</risdate><abstract>PROBLEM TO BE SOLVED: To provide a portfolio risk information providing device for supporting to reconstruct a customer's portfolio by presenting risk information which has high interpretability and is easy for investors to understand about the customer's portfolio and a fund portfolio of a fund provider. SOLUTION: A risk analyzing means 113 selects a risk factor corresponding to fund sorting (investment strategy), and obtains risk sensitivity of a fund portfolio by a multiple regression analysis. A customer's portfolio risk calculating means 115 calculates risk sensitivity of a customer's portfolio on the basis of the risk sensitivity obtained by the risk analyzing means 113, and a customer's portfolio risk presenting means 117 performs three-stage risk information presentation. A replacement simulation means 119 for adding/eliminating the customer's portfolio simulates a change in risk information and a change in performance caused by fund addition/elimination, and presents the simulated changes to the customer. COPYRIGHT: (C)2010,JPO&amp;INPIT</abstract><oa>free_for_read</oa></addata></record>
fulltext fulltext_linktorsrc
identifier
ispartof
issn
language eng
recordid cdi_epo_espacenet_JP2010003194A
source esp@cenet
subjects CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
title PORTFOLIO RISK INFORMATION PROVIDING DEVICE, SERVER
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-02-10T11%3A14%3A03IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-epo_EVB&rft_val_fmt=info:ofi/fmt:kev:mtx:patent&rft.genre=patent&rft.au=SOTOZONO%20YASUTOMO&rft.date=2010-01-07&rft_id=info:doi/&rft_dat=%3Cepo_EVB%3EJP2010003194A%3C/epo_EVB%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true