Is a
Patent attributes
Patent Jurisdiction
Patent Number
Patent Inventor Names
Juan Manuel Ocampo0
Date of Patent
July 8, 2008
0Patent Application Number
107234120
Date Filed
November 26, 2003
0Patent Primary Examiner
Patent abstract
There is provided a method for managing an investment portfolio. The method includes determining a feasible loss in notional value of a contract sub-portfolio of the investment portfolio, and determining a composition between the contract sub-portfolio and an asset sub-portfolio of the investment portfolio such that a value of the investment portfolio on a second date that is subsequent to a first date is no less than a highest marked-to-market value for the investment portfolio that occurred on or between the first date and the second date.
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