Title:
RISK MANAGEMENT METHOD FOR SECURITIES PORTFOLIO AND RISK MANAGEMENT DEVICE THEREFOR
Document Type and Number:
WIPO Patent Application WO/2018/008835
Kind Code:
A1
Abstract:
The present invention relates to a risk management method for a securities portfolio and a risk management device therefor. Presented is a method for creating risk models for individual items on the basis of the learning of historical data on each individual item included in the portfolio and collecting the same so as to create a portfolio risk model, monitoring the operation of the portfolio on the basis of a set allowable risk limit, and managing a securities portfolio on the basis of volatility-based risk management using a rebalance of securities items and a rebalance of an investment proportion for each securities item.
Inventors:
LEE JONG KWON (KR)
Application Number:
PCT/KR2017/004421
Publication Date:
January 11, 2018
Filing Date:
April 26, 2017
Export Citation:
Assignee:
INTELLIQUANT INC (KR)
International Classes:
G06Q40/04; G06Q10/04; G06Q10/06; G06Q40/06
Foreign References:
| KR20050025688A | 2005-03-14 | |||
| JPH10222488A | 1998-08-21 | |||
| JP2003108775A | 2003-04-11 | |||
| KR20000059194A | 2000-10-05 | |||
| JP2007041901A | 2007-02-15 |
Attorney, Agent or Firm:
PARK, Keon Woo et al. (KR)
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