发明名称 |
HEDGING EXCHANGE TRADED MUTUAL FUNDS OR OTHER PORTFOLIO BASKET PRODUCTS |
摘要 |
<p>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.</p> |
申请公布号 |
EP1281148(A1) |
申请公布日期 |
2003.02.05 |
申请号 |
EP20010929016 |
申请日期 |
2001.03.26 |
申请人 |
THE AMERICAN STOCK EXCHANGE, LLC |
发明人 |
GASTINEAU, GARY, L.;WEBER, CLIFFORD |
分类号 |
G06F;G06Q30/08;G06Q40/00;(IPC1-7):G06F17/60 |
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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