发明名称 |
Hedging exchange traded mutual funds 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.
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申请公布号 |
US2003233302(A1) |
申请公布日期 |
2003.12.18 |
申请号 |
US20020174505 |
申请日期 |
2002.06.17 |
申请人 |
WEBER CLIFFORD;ALEXANDER CAROL;BAKER CHARLES A. |
发明人 |
WEBER CLIFFORD;ALEXANDER CAROL;BAKER CHARLES A. |
分类号 |
G06Q40/00;(IPC1-7):G06F17/60 |
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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