SYSTEMS AND METHODS FOR DETERMINING INVESTMENT STRATEGIES
First Claim
1. A method performed in a processor system that defines asset portfolio valuations over a study period, wherein the study period is defined by a plurality of sequential incremental periods, the method comprising:
 retrieving an initial asset portfolio defining a plurality of assets and associated asset values from a memory communicatively coupled to the processor system;
performing a plurality of iterations for each of the incremental periods of the study period, wherein each iteration comprises;
retrieving from the memory a base asset return value defined for the incremental period;
determining a plurality of iteration asset return values from a predefined statistical function and the base asset return value, wherein each of the plurality of iteration asset return values represents a possible rate of return of the a value of the plurality of assets of the asset portfolio for the incremental period;
retrieving from the memory a base inflation value defined for the incremental period;
determining a plurality of iteration inflation values from the predefined statistical function and the base inflation value, wherein each of the plurality of iteration inflation values represents a possible rate of inflation affecting the value of the plurality of assets of the asset portfolio for the incremental period;
retrieving from the memory a base tax value defined for the incremental period;
determining a plurality of iteration tax values from the predefined statistical function and the base tax value, wherein each of the plurality of iteration tax values represents a possible tax rate affecting earnings of the plurality of assets of the asset portfolio for the incremental period;
determining an iteration asset portfolio value for the iteration based upon the plurality of iteration asset return values, the plurality of iteration inflation values, the plurality of iteration tax values, and the plurality of asset values of the asset portfolio; and
determining a value of the asset portfolio for each of the incremental periods based upon the iteration asset portfolio values respectively determined for each one of the incremental periods; and
generating a financial report based upon the asset portfolio values determined for each of the incremental periods, wherein the generated financial report indicates changes of the asset portfolio value over the study period.
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Accused Products
Abstract
An investment strategy determines changes of a value of an asset portfolio over the time of a study period. For each of the incremental periods of the study period, an exemplary embodiment retrieves from a memory a base parameter value for the incremental period, wherein the base parameter value corresponds to one of a base inflation value, a base asset return value, and a base tax value; determines a first iteration parameter value based upon a statistical function associated with the base parameter value; and determines a value of an asset portfolio based upon the first iteration parameter value and the second iteration parameter value. A financial report is generated based upon the determined value of the asset portfolio for each of the incremental periods, wherein the generated financial report indicates changes of the value of the asset portfolio over the study period.
1 Citation
20 Claims

1. A method performed in a processor system that defines asset portfolio valuations over a study period, wherein the study period is defined by a plurality of sequential incremental periods, the method comprising:

retrieving an initial asset portfolio defining a plurality of assets and associated asset values from a memory communicatively coupled to the processor system; performing a plurality of iterations for each of the incremental periods of the study period, wherein each iteration comprises; retrieving from the memory a base asset return value defined for the incremental period; determining a plurality of iteration asset return values from a predefined statistical function and the base asset return value, wherein each of the plurality of iteration asset return values represents a possible rate of return of the a value of the plurality of assets of the asset portfolio for the incremental period; retrieving from the memory a base inflation value defined for the incremental period; determining a plurality of iteration inflation values from the predefined statistical function and the base inflation value, wherein each of the plurality of iteration inflation values represents a possible rate of inflation affecting the value of the plurality of assets of the asset portfolio for the incremental period; retrieving from the memory a base tax value defined for the incremental period; determining a plurality of iteration tax values from the predefined statistical function and the base tax value, wherein each of the plurality of iteration tax values represents a possible tax rate affecting earnings of the plurality of assets of the asset portfolio for the incremental period; determining an iteration asset portfolio value for the iteration based upon the plurality of iteration asset return values, the plurality of iteration inflation values, the plurality of iteration tax values, and the plurality of asset values of the asset portfolio; and determining a value of the asset portfolio for each of the incremental periods based upon the iteration asset portfolio values respectively determined for each one of the incremental periods; and generating a financial report based upon the asset portfolio values determined for each of the incremental periods, wherein the generated financial report indicates changes of the asset portfolio value over the study period.  View Dependent Claims (2, 3)


4. A method performed in a processor system that defines asset portfolio valuations over a study period, wherein the study period is defined by a plurality of sequential incremental periods, the method comprising:

for at least two iterations for each of the incremental periods of the study period; from a memory communicatively coupled to the processor system, retrieving a base parameter value defined for the incremental period, wherein the base parameter value corresponds to one of a base inflation value, a base asset return value, and a base tax value; determining a first iteration parameter value from a predefined statistical function associated with the base parameter value, wherein the first iteration parameter value corresponds respectively to one of a first iteration inflation value, a first iteration asset return value, and a first iteration tax value; determining a second iteration parameter value from the predefined statistical function associated with the base parameter value, wherein the second iteration parameter value corresponds respectively to one of a second iteration inflation value, a second iteration asset return value, and a second iteration tax value; determining a parameter value based upon the first iteration parameter value and the second iteration parameter value; from the memory communicatively coupled to the processor system, retrieving an asset portfolio defining a plurality of assets and associated asset values; and determining an asset portfolio value for the incremental period based upon the determined parameter value and the plurality of asset values of the asset portfolio; and generating a financial report based upon the asset portfolio values determined for each of the incremental periods, wherein the generated financial report indicates changes of the asset portfolio value over the study period.  View Dependent Claims (5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15)


16. A computerreadable storage medium whose contents, when executed, cause a processor system to perform a method comprising:

in a processor system, for at least two iterations for each of a plurality of sequential incremental periods of a study period; receiving a base financial parameter value defined for the incremental period; determining a first iteration financial parameter value from a predefined statistical function associated with the base financial parameter value; determining a second iteration financial parameter value from the predefined statistical function associated with the base financial parameter value; determining a financial parameter value based upon the first iteration financial parameter value and the second iteration financial parameter value; receiving an asset portfolio defining a plurality of assets and associated asset values; and determining an asset portfolio value for the incremental period based upon the determined financial parameter value and the plurality of asset values of the asset portfolio; and generating a financial report based upon the asset portfolio values determined for each of the incremental periods, wherein the generated financial report indicates changes of the asset portfolio value over the study period.  View Dependent Claims (17, 18, 19, 20)

1 Specification