Patents Assigned to Riverfront Investment Group, LLC
  • Publication number: 20130238527
    Abstract: A computer implemented method of determining the optimal asset allocation strategy for an investment portfolio is disclosed. The optimization methodology is premised on computerized mathematical models that relate the distance from the long-term market trend at the beginning of historical periods to the returns investors ultimately receive over subsequent periods. The method incorporates a tendency of asset prices to revert to their long term trend over longer investment horizons. Applying this concept to optimizing asset allocation strategies required building software for configuring a computer to replicate this mean-reverting behavior within an optimization process and determine the distribution of expected returns from a current distance from trend.
    Type: Application
    Filed: April 26, 2013
    Publication date: September 12, 2013
    Applicant: Riverfront Investment Group, LLC
    Inventor: Michael Jones