DENNIS ALAN TOSH
Pilots at Rose St, Taylor, MI
License number
Michigan A3376005
Issued Date
Jun 2015
Expiration Date
Jun 2017
Category
Airmen
Type
Authorized Aircraft Instructor
Address
Address
9828 Rose St, Taylor, MI 48180
Professional information
Method Of Evaluating Long-Term Average Portfolio Risk And Return For Cyclical Corporation
US Patent:
6847944, Jan 25, 2005
Filed:
Mar 31, 2000
Appl. No.:
09/540368
Inventors:
Dennis Alan Tosh - Taylor MI, US
Mark Paul Everson - Canton MI, US
Mark Paul Everson - Canton MI, US
Assignee:
Ford Global Technologies, LLC - Dearborn MI
International Classification:
G06F 1760
US Classification:
705 36, 705 35, 705 37
Abstract:
A method of evaluating long-term average portfolio risk and return for a cyclical corporation includes the steps of obtaining historical pricing information for financial instruments used for a relevant historical period and dividing the relevant historical period up into time segments. The method also includes calculating a gain or loss for each financial instrument in a portfolio for the time segments over the relevant historical period and obtaining actual cash level for each time segment and dividing up the actual cash level of the corporation between asset classes to determine what the portfolio is invested in. The method further includes the steps of determining an average return and risk for a typical one of the time segments over the historical period and using an optimization framework to pick out the most efficient portfolios in risk versus return.