发明名称 HEDGING EXCHANGE TRADED MUTUAL FOUNDS OR OTHER PORTFOLIO BASKET PRODUCTS
摘要 <p>A system (150) for pricing and/or determining (152) 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 track actual NAV of an actively managed traded fund (160).</p>
申请公布号 WO2003107115(P1) 申请公布日期 2003.12.24
申请号 US2003017708 申请日期 2003.06.05
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