| 摘要 |
A method for generating an investment vehicle index including selecting a universe of investment vehicles and selecting, by a computer, out of the universe of investment vehicles, only those that meet at least one performance criteria, resulting in a first subset. The method also includes selecting, by the computer, out of the first subset, investment vehicles based upon at least one characteristic of the entity associated with each investment vehicles, resulting in a second subset. The method further includes weighting, by the computer, the second subset of investment vehicles based upon their standard deviation of volatility to generate an index of volatility -weighted investment vehicles. |
