Patents by Inventor Meyer Melnikoff

Meyer Melnikoff 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).

  • Methods and apparatus for evaluating portfolios based on investment risk
    Patent number: 5784696
    Abstract: A portfolio selector for selecting an investment portfolio from a library of assets based on investment risk and risk-adjusted return is provided. The selector chooses a tentative portfolio from the library and determines a risk-adjusted return for the portfolio. The risk-adjusted return is computed by subtracting the average of multiple segment shortfalls from the average of multiple segment performances, over the same segments, based on analysis of market value data for the assets in the portfolio and for a baseline asset. The asset selection and computation is repeated until the risk-adjusted return of the portfolio satisfies criteria derived from preference data specific to an investor. A data storage medium encoded with instructions for performing the method is also provided.
    Type: Grant
    Filed: June 6, 1995
    Date of Patent: July 21, 1998
    Inventor: Meyer Melnikoff
  • Methods and apparatus for facilitating execution of asset trades based on nonnegative investment risk, using overlapping time periods
    Patent number: 5729700
    Abstract: A portfolio selector for selecting an investment portfolio from a library of assets based on investment risk and risk-adjusted return is provided. The selector chooses a tentative portfolio from the library and determines a risk-adjusted return for the portfolio. The risk-adjusted return is computed by subtracting the average of multiple segment shortfalls from the average of multiple segment performances, over the same segments, based on analysis of market value data for the assets in the portfolio and for a baseline asset. The asset selection and computation is repeated until the risk-adjusted return of the portfolio satisfies criteria derived from preference data specific to an investor.
    Type: Grant
    Filed: February 24, 1995
    Date of Patent: March 17, 1998
    Assignee: Meyer Melnikoff
    Inventor: Meyer Melnikoff