Vitali Kalesnik from 2018 Port Provence Pl, Newport Beach, CA 92660, age 45

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Position:

VP at Research Affiliates

Location:

Orange County, California Area

Industry:

Financial Services

Work:

Research Affiliates
VP

Education:

University of California, Los Angeles 2001 - 2006
Ph.D., Economics

System And Method For Dynamic Value Added Attribution
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US Patent:

20090119228, May 7, 2009
Filed:

Oct 23, 2008
Appl. No.:

12/256778
Inventors:

Jason HSU - Pasadena CA, US
Vitali Kalesnik - Pasadena CA, US
Assignee:

Research Affiliates, LLC - Pasadena CA
International Classification:

G06Q 40/00
US Classification:

705 36 R
Abstract:

A system, method and computer program product provides for portfolio analysis in one or more exemplary periods. The method includes determining weight and return measures between a plurality of assets based upon the likely performance of the assets. It also includes determining at least one allocation measure (AM) of the plurality of assets, and decomposing the at least one allocation measure (AM) respectively into at least one of a static allocation (SA) measure and a dynamic allocation (DA) measure.

Equity Income Index Construction Transformation System, Method And Computer Program Product
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US Patent:

20160358264, Dec 8, 2016
Filed:

Aug 5, 2016
Appl. No.:

15/229129
Inventors:

- Newport Beach CA, US
Jason Hsu - Newport Beach CA, US
Vitali Kalesnik - Newport Beach CA, US
Feifei Li - Newport Beach CA, US
Robert D. Arnott - Newport Beach CA, US
Assignee:

Research Affiliates, LLC - Newport Beach CA
International Classification:

G06Q 40/06
G06Q 40/02
G06Q 40/04
Abstract:

A computer data processing system, method and/or computer program product can include a memory coupled to the special purpose processor, the processor configured to: receive electronically, by a special purpose index calculator computer device processor, a universe of publicly traded companies; receive electronically from an electronic data source a plurality of metrics relating to the publicly traded companies, comprising: corporate action data, price data, foreign exchange data, and fundamental financial metric data; combine the plurality of metrics to calculate: a robustness ranking; a dividend yield percentile ranking; and a noncapitalization weighting for the publicly traded companies use the combined metric data to at least one of: a) electronically select or weight constituents of an index based on the combined data; b) electronically select or weight a portfolio of financial objects based on the combined data; or c) electronically allocate assets in a portfolio based on the combined data.

Vitali Kalesnik