公开(公告)号：US20100318473A1

公开(公告)日：2010-12-16

申请号：US12846682

申请日：2010-07-29

申请人： Robert Arena ,  David Kuperstock ,  Robert O'Donnell ,  Lincoln Collins

发明人： Robert Arena ,  David Kuperstock ,  Robert O'Donnell ,  Lincoln Collins

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/10

摘要： A system, method, and computer program product for dynamic, cost effective reallocation of assets among a plurality of investment products comprising a processor, a memory and a computer program stored in the memory. The computer program implementing the present invention controls the reallocation of assets to reduce the transactions costs associated with rebalancing the investor's composite assets according to a composite asset allocation model. Information relating to the composite asset allocation model, the investor's assets, and the investor are stored in memory. Periodically, or upon occurrence of an event, the composite assets are evaluated to determine if rebalancing is necessary. If rebalancing is necessary, the transaction costs associated with the available transactions for performing the rebalancing are compared to select the most economically favorable transaction. Thus, the reallocation is achieved by selecting the least costly transaction that will serve to realize the composite asset allocation model, which is independent of the structure of the investor's portfolio among particular accounts or products. In addition, the computer program compares the available options for recovery of the transaction fees to select the most economically favorable means of recovering the fees associated with the transaction to further reduce the transaction cost of the reallocations.

摘要翻译： 一种用于在包括存储在存储器中的处理器，存储器和计算机程序的多个投资产品之间进行动态，成本有效地重新分配资产的系统，方法和计算机程序产品。 实施本发明的计算机程序控制资产重新分配，以减少与复合资产分配模型重新平衡投资者复合资产相关的交易成本。 有关复合资产配置模式，投资者资产和投资者的信息存储在内存中。 定期或发生事件时，对综合资产进行评估，以确定是否需要重新平衡。 如果需要重新平衡，则与进行再平衡的可用交易相关的交易成本进行比较，以选择最经济有利的交易。 因此，通过选择用于实现复合资产分配模型的最低成本的交易来实现重新分配，该模型独立于特定账户或产品之间的投资者组合的结构。 此外，计算机程序比较了用于恢复交易费用的可用选项，以选择最经济有利的方式来恢复与交易相关的费用，以进一步降低重新分配的交易成本。

公开(公告)号：US07769659B2

公开(公告)日：2010-08-03

申请号：US10076739

申请日：2002-02-15

申请人： Robert Arena ,  N. David Kuperstock ,  Robert O'Donnell ,  Lincoln Collins

发明人： Robert Arena ,  N. David Kuperstock ,  Robert O'Donnell ,  Lincoln Collins

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/10

摘要： A system, method, and computer program product for dynamic, cost effective reallocation of assets among a plurality of investment products comprising a processor, a memory and a computer program stored in the memory. The computer program implementing the present invention controls the reallocation of assets to reduce the transactions costs associated with rebalancing the investor's composite assets according to a composite asset allocation model. Information relating to the composite asset allocation model, the investor's assets, and the investor are stored in memory. Periodically, or upon occurrence of an event, the composite assets are evaluated to determine if rebalancing is necessary. If rebalancing is necessary, the transaction costs associated with the available transactions for performing the rebalancing are compared to select the most economically favorable transaction. Thus, the reallocation is achieved by selecting the least costly transaction that will serve to realize the composite asset allocation model, which is independent of the structure of the investor's portfolio among particular accounts or products. In addition, the computer program compares the available options for recovery of the transaction fees to select the most economically favorable means of recovering the fees associated with the transaction to further reduce the transaction cost of the reallocations.

摘要翻译： 一种用于在包括存储在存储器中的处理器，存储器和计算机程序的多个投资产品之间进行动态，成本有效地重新分配资产的系统，方法和计算机程序产品。 实施本发明的计算机程序控制资产重新分配，以减少与复合资产分配模型重新平衡投资者复合资产相关的交易成本。 有关复合资产配置模式，投资者资产和投资者的信息存储在内存中。 定期或发生事件时，对综合资产进行评估，以确定是否需要重新平衡。 如果需要重新平衡，则与进行再平衡的可用交易相关的交易成本进行比较，以选择最经济有利的交易。 因此，通过选择用于实现复合资产分配模型的最低成本的交易来实现重新分配，该模型独立于特定账户或产品之间的投资者组合的结构。 此外，计算机程序比较了用于恢复交易费用的可用选项，以选择最经济有利的方式来恢复与交易相关的费用，以进一步降低重新分配的交易成本。