发明名称 |
Hedging exchange traded mutual funds or other portfolio basket products. |
摘要 |
A system for determining a basket of financial instruments for hedging investment risk in actively managed exchange 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 the basket of hedging instruments by extracting factor information from a portfolio of the actively managed exchange traded fund and determining factors that affect the price of the exchange traded fund. The program can select a portfolio of instruments with similar behavior with respect to the determined factors to produce a hedging portfolio that tracks the price of the exchange traded fund. |
申请公布号 |
ZA200208088(B) |
申请公布日期 |
2003.07.24 |
申请号 |
ZA20020008088 |
申请日期 |
2002.10.08 |
申请人 |
THE AMERICAN STOCK EXCHANGE, LLC. |
发明人 |
GARY L. GASTINEAU;CLIFFORD WEBER |
分类号 |
G06F;G06Q30/08;G06Q40/00 |
主分类号 |
G06F |
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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