Patents by Inventor Doyle J. Orr

Doyle J. Orr 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).

  • Computer-implemented systems and methods for modeling risk of an investment portfolio
    Patent number: 8756140
    Abstract: Computer-based systems and methods are disclosed that generally relate to risk modeling for investment portfolios, such as equity investment portfolios. For example, a factor covariance matrix for a particular investment portfolio can be adjusted for known biases, including non-stationarity bias and optimization bias. In addition, new techniques for computing specific volatilities and relative specific volatilities for assets in a particular investment portfolio are disclosed.
    Type: Grant
    Filed: November 17, 2011
    Date of Patent: June 17, 2014
    Assignee: MSCI Inc.
    Inventors: Jose Menchero, Doyle J. Orr