| 摘要 |
In one aspect, the invention comprises a method comprising: (a) acquiring da ta regarding a first group of securities in a first portfolio; (b) based on sai d data and on risk characteristics of said first group of securities, identifying a second grou p of securities to be included in a second portfolio; and (c) calculating holdings in said seco nd portfolio based on one or more portfolio optimization procedures In another aspect, th e invention comprises software for performing the steps described above (as well as step s of other embodiments), and in another aspect, the invention comprises one or more computer systems operable to perform those steps.
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