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PROCESS FOR THE SELECTION AND EVALUATION OF INVESTMENT PORTFOLIO ASSET ALLOCATION STRATEGIES
PROCESS FOR THE SELECTION AND EVALUATION OF INVESTMENT PORTFOLIO ASSET ALLOCATION STRATEGIES
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机译：投资组合资产分配策略的选择和评估过程
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摘要
The method constructs a record of investment performance statistics for a population of all possible asset allocation alternatives, provides performance data for a plurality of securities, and apportions each of the securities into one of a number of market sectors. Provided is a series of periodic investment returns for each of the securities and the related average return for the population of securities within each of the market sectors. Each allocation alternative is based on the unique combination of multiples of the minimum allocation percentage increment determined for each of the market sectors. In turn, this is compiled for each of the allocation alternatives and population comparison statistics for a given analysis-period. 10,626 allocation alternatives across 160 quarterly analysis periods produces 1.7 million sets of population-comparison statistics.
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