Patents by Inventor Dmitry Gorbatovsky

Dmitry Gorbatovsky has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Portfolio optimization
    Patent number: 7809626
    Abstract: A method for comparing, creating and optimizing investment portfolios is provided. The utility function for an investment is characterized, and the optimization problem for the utility function is stated based on investor preferences and risk tolerance. According to one embodiment, the measure of relative performance of investment portfolios is calculated based on the investor utility function. According to another embodiment, guidelines for generating an optimized portfolio for the investor from the plurality of asset classes available, are mapped out.
    Type: Grant
    Filed: February 20, 2005
    Date of Patent: October 5, 2010
    Inventor: Dmitry Gorbatovsky
  • Portfolio Optimization
    Publication number: 20100017338
    Abstract: A method for comparing, creating and optimizing investment portfolios is provided. The utility function for an investment is characterized, and the optimization problem for the utility function is stated based on investor preferences and risk tolerance. According to one embodiment, the measure of relative performance of investment portfolios is calculated based on the investor utility function. According to another embodiment, guidelines for generating an optimized portfolio for the investor from the plurality of asset classes available, are mapped out.
    Type: Application
    Filed: February 20, 2005
    Publication date: January 21, 2010
    Inventor: Dmitry Gorbatovsky
  • System and method for evaluating investment portfolios
    Publication number: 20060271466
    Abstract: A method for comparing, creating and optimizing investment portfolios is provided. The utility function for an investment is characterized, and the optimization problem for the utility function is stated based on investor preferences and risk tolerance. According to one embodiment, the measure of relative performance of investment portfolios is calculated based on the investor utility function. According to another embodiment, guidelines for generating an optimized portfolio for the investor from the plurality of asset classes available, are mapped out.
    Type: Application
    Filed: August 7, 2006
    Publication date: November 30, 2006
    Inventor: Dmitry Gorbatovsky