公开(公告)号：US20050144110A1

公开(公告)日：2005-06-30

申请号：US11064680

申请日：2005-02-24

申请人： Peng Chen ,  Roger Ibbotson ,  Michael Henkel

发明人： Peng Chen ,  Roger Ibbotson ,  Michael Henkel

IPC分类号： G06Q40/00 ,  G06F17/60

CPC分类号： G06Q40/02 ,  G06Q40/00 ,  G06Q40/06 ,  G06Q40/10

摘要： An automated retirement plan manager manages the assets of an employee retirement benefits plan on behalf of an employer. The plan manager executes trades on investment vehicles based on instructions from an automated independent investment advisor. The advisor calculates a human capital for each plan participant based on data derived from the employer and from the participant through an interface, and based on that human capital calculation recommends an allocation of portfolio assets to the participant. This recommendation, once presented for review by and perhaps modified by the participant, becomes an instruction to the plan manager. As the participant ages his or her human capital is recalculated, and this is used to determine whether the participant's present portfolio type should now be switched to a more conservative one.

摘要翻译： 自动退休计划经理代表雇主管理员工退休福利计划的资产。 计划经理根据自动化独立投资顾问的指示执行投资工具交易。 顾问根据从雇主和参与者通过界面获得的数据计算每个计划参与者的人力资本，并且根据该人力资本计算，建议将投资组合资产分配给参与者。 该建议一旦提交给参与者审阅，也可能由参与者修改，将成为计划经理的指示。 随着参与者年龄的增加，他或她的人力资本被重新计算，并且这被用于确定参与者现在的投资组合类型是否应该切换到更保守的投资组合类型。

公开(公告)号：US20070255638A1

公开(公告)日：2007-11-01

申请号：US11415336

申请日：2006-05-01

申请人： Peng Chen ,  Roger Ibbotson ,  Moshe Milevsky ,  Xingnong Zhu

发明人： Peng Chen ,  Roger Ibbotson ,  Moshe Milevsky ,  Xingnong Zhu

IPC分类号： G06Q40/00

CPC分类号： G06Q40/08 ,  G06Q40/06

摘要： A system and method for allocating an investor's wealth to at least one risky asset and life insurance includes retrieving a profile of the investor. The financial capital available to the investor and a human capital value for the investor are determined. An objective function value for the investor is determined and maximized. An amount of the investor's wealth is allocated to the at least one risky asset and to life insurance.

摘要翻译： 将投资者财富分配至少一项风险资产和人寿保险的制度和方法包括检索投资者的资料。 确定投资者可获得的金融资本和投资者的人力资本价值。 确定和最大化投资者的客观函数值。 将投资者财富的数额分配给至少一项风险资产和人寿保险。

公开(公告)号：US07216099B2

公开(公告)日：2007-05-08

申请号：US10091046

申请日：2002-03-05

申请人： Peng Chen ,  Roger Ibbotson ,  Michael C. Henkel

发明人： Peng Chen ,  Roger Ibbotson ,  Michael C. Henkel

IPC分类号： G06Q40/00

CPC分类号： G06Q40/02 ,  G06Q40/00 ,  G06Q40/06 ,  G06Q40/10

摘要： An automated retirement plan manager manages the assets of an employee retirement benefits plan on behalf of an employer. The plan manager executes trades on investment vehicles based on instructions from an automated independent investment advisor. The advisor calculates a human capital for each plan participant based on data derived from the employer and from the participant through an interface, and based on that human capital calculation recommends an allocation of portfolio assets to the participant. This recommendation, once presented for review by and perhaps modified by the participant, becomes an instruction to the plan manager. As the participant ages his or her human capital is recalculated, and this is used to determine whether the participant's present portfolio type should now be switched to a more conservative one.

摘要翻译： 自动退休计划经理代表雇主管理员工退休福利计划的资产。 计划经理根据自动化独立投资顾问的指示执行投资工具交易。 顾问根据从雇主和参与者通过界面获得的数据计算每个计划参与者的人力资本，并且根据该人力资本计算，建议将投资组合资产分配给参与者。 该建议一旦提交给参与者审阅，也可能由参与者修改，将成为计划经理的指示。 随着参与者年龄的增加，他或她的人力资本被重新计算，并且这被用于确定参与者现在的投资组合类型是否应该切换到更保守的投资组合类型。

公开(公告)号：US20080005007A1

公开(公告)日：2008-01-03

申请号：US11854154

申请日：2007-09-12

申请人： Zhiwu Chen ,  Roger Ibbotson

发明人： Zhiwu Chen ,  Roger Ibbotson

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06

摘要： An investment portfolio and a method of selecting investment portfolio components, contrary to the risks suggested by the literature in doing so, overweight less liquid investments, and underweight more liquid ones, relative to some liquidity-neutral benchmark portfolio weights for some or all of the components of the portfolio.

摘要翻译： 投资组合和选择投资组合组件的方法，与文献提出的风险相反，相对于部分或全部的流动性中性基准组合权重，流动性投资减少超过流动性较低的流动性投资， 投资组合。