Patents by Inventor Thomas A. Rhee

Thomas A. Rhee 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).

  • Patent number: 7536332
    Abstract: An investment portfolio management method for rebalancing an investor's securities portfolio based on the specified investment parameters is provided. The method utilizes a conventional mean-variance efficient portfolio frontier analysis, which is often cited in Modern Portfolio Theory (MPT), one of the major scholarly developments in modern finance, finds its way into actual rebalancing the investor's security portfolio. A new way of constructing market portfolio is also suggested. The method offers an automatic, mathematical solution for asset allocation and cash management in real time, while managing and trading on portfolios of each asset class, e.g. commercial papers, repurchase agreements, money market funds, bonds, stocks, mutual funds, and other derivatives on an automatic mode.
    Type: Grant
    Filed: February 2, 2001
    Date of Patent: May 19, 2009
    Inventor: Thomas A. Rhee
  • Publication number: 20020138383
    Abstract: An investment portfolio management method and system. The method is developed using mathematical models and implemented via the Intra- and Internet technology. The method is a comprehensive personal financial planning business model. With this method a conventional mean-variance efficient portfolio frontier analysis, which is often cited in Modern Portfolio Theory (MPT), one of the major scholarly developments in modern finance, finds its way into actual securities trading and rebalancing in real world. MPT is modified to allow various transactions costs, e.g. bid/ask spread, brokerage commissions, taxes, and others; as well as non-stationary securities return distributions to form efficient portfolios in real time by way of various portfolio rebalancing strategies. The system offers an automatic, mathematical solution for asset allocation and cash management in real time, while managing and trading on portfolios of each asset class, e.g.
    Type: Application
    Filed: February 2, 2001
    Publication date: September 26, 2002
    Inventor: Thomas A. Rhee