HEDGING EXCHANGE TRADED MUTUAL FOUNDS 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 track actual NAV of an actively managed traded fund.
申请公布号
WO03107115(A2)
申请公布日期
2003.12.24
申请号
WO2003US17708
申请日期
2003.06.05
申请人
THE AMERICAN STOCK EXCHANGE, LLC;WEBER, CLIFFORD;ALEXANDER, CAROL;BAKER, CHARLES, A.
发明人
WEBER, CLIFFORD;ALEXANDER, CAROL;BAKER, CHARLES, A.