Title:
長期のみのポートフォリオのための信号試験方法のための計算装置
Document Type and Number:
Japanese Patent JP2008530636
Kind Code:
A
Abstract:
Described are methods and apparatus, including computerized methods and computer program products, for signal testing for a long-only portfolio. The methodology can be used for assessing the efficacy of a strategy for selecting securities in a long-only portfolio, and the strategy can be implemented to construct a revised long-only portfolio. The signal testing methodology can take into account the position and/or return of securities that do not have either a positive or negative attribute as well.
Inventors:
Shisa Hernandez
Application Number:
JP2007549704A
Publication Date:
August 07, 2008
Filing Date:
January 03, 2006
Export Citation:
Assignee:
FM LLC
International Classes:
G06Q40/00
Attorney, Agent or Firm:
Axis International Patent Business Corporation