Patents by Inventor Rui Defigueiredo

Rui Defigueiredo 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).

  • METHOD AND SYSTEM FOR ASSET ALLOCATION
    Publication number: 20100010938
    Abstract: A method and system of matching an investor's objectives for portfolio investment return and risk with an assessment of a range of expected returns and risks that are likely to be generated by investment portfolios consisting at least in part of alternative asset classes that involves, for example, selecting available historical data for a plurality of alternative asset classes, unsmoothing the historical data based at least in part on historical data for traditional asset classes related to the respective alternative asset classes, and correcting the historical data for the alternative asset classes for an impact of survivorship and selection biases.
    Type: Application
    Filed: August 24, 2009
    Publication date: January 14, 2010
    Inventors: Doug R. DUNDAS, Rui Defigueiredo, Paul Goldwhite
  • Method and system for asset allocation
    Patent number: 7599872
    Abstract: A method and system of matching an investor's objectives for portfolio investment return and risk with an assessment of a range of expected returns and risks that are likely to be generated by investment portfolios consisting at least in part of alternative asset classes that involves, for example, selecting available historical data for a plurality of alternative asset classes, unsmoothing the historical data based at least in part on historical data for traditional asset classes related to the respective alternative asset classes, and correcting the historical data for the alternative asset classes for an impact of survivorship and selection biases.
    Type: Grant
    Filed: September 13, 2004
    Date of Patent: October 6, 2009
    Assignee: Citibank, N.A.
    Inventors: Doug R. Dundas, Rui Defigueiredo, Paul Goldwhite
  • Method and system for asset allocation
    Publication number: 20050171883
    Abstract: A method and system of matching an investor's objectives for portfolio investment return and risk with an assessment of a range of expected returns and risks that are likely to be generated by investment portfolios consisting at least in part of alternative asset classes that involves, for example, selecting available historical data for a plurality of alternative asset classes, unsmoothing the historical data based at least in part on historical data for traditional asset classes related to the respective alternative asset classes, and correcting the historical data for the alternative asset classes for an impact of survivorship and selection biases.
    Type: Application
    Filed: September 13, 2004
    Publication date: August 4, 2005
    Inventors: Doug Dundas, Rui Defigueiredo, Paul Goldwhite