发明名称 METHODS AND COMPUTER SOFTWARE APPLICATIONS FOR SELECTING SECURITIES FOR AN INVESTMENT PORTFOLIO
摘要 <p num="1"><br/><br/>Provided are methods and computer software applications for generating a stock <br/><br/>portfolio, and/or enhanced stock index, through using a plurality of growth <br/>factors and a <br/>plurality of value factors to rank stocks, and for constructing investment <br/>vehicles based on <br/>the stock portfolio. The method, software application, or computer apparatus <br/>of the present <br/>technology employs a novel stock selection strategy to select stocks from a <br/>pre-selected <br/>universe of securities such as a commercially available stock market index in <br/>order to create <br/>a stock portfolio, and/or enhanced stock index, and a fund based thereon that <br/>can generate <br/>positive alpha as compared to a fund based on the pre-selected universe of <br/>securities.<br/>
申请公布号 CA2629526(A1) 申请公布日期 2008.10.19
申请号 CA20082629526 申请日期 2008.04.21
申请人 FIRST TRUST 发明人
分类号 G06Q40/00 主分类号 G06Q40/00
代理机构 代理人
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