Patents Assigned to Barra Inc.
  • Method and apparatus for an integrative model of multiple asset classes
    Patent number: 7024388
    Abstract: The invention provides a method and apparatus for combining two or more risk models to create a risk model with wider scope than its constituent parts. The method insures that the newly formed risk model is consistent with the component models from which it is formed.
    Type: Grant
    Filed: June 29, 2001
    Date of Patent: April 4, 2006
    Assignee: Barra Inc.
    Inventors: Daniel Stefek, Lisa Robin Goldberg, Scott Steven Scheffler, Ken Chorlam Hui, Nicolas Goodrich Torre