发明名称 |
Hedging exchange traded mutual fund or other portfolio basket products |
摘要 |
A system for pricing and/or determining a basket of financial instruments for hedging investment risk in actively managed traded funds is described. The system uses a trusted computer system and includes a computer storage medium storing a computer program product. The product determines a basket of hedging instruments by applying statistical or economic based factor analysis to estimate the NAV or provide a hedging basket to rack actual NAV of an actively managed traded fund.
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申请公布号 |
US7917429(B2) |
申请公布日期 |
2011.03.29 |
申请号 |
US20100901885 |
申请日期 |
2010.10.11 |
申请人 |
NYSE AMEX LLC |
发明人 |
WEBER CLIFFORD J.;ALEXANDER CAROL;BAKER CHARLES A.;MACQUEEN JASON J;GASTINEAU GARY L.;NORMAN TERRY |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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