HEDGING EXCHANGE TRADED MUTUAL FUND OR OTHER PORFOLIO BASKET PRODUCTS
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...
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Main Authors | , , , , , |
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Format | Patent |
Language | English |
Published |
17.12.2009
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Subjects | |
Online Access | Get full text |
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Summary: | 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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Bibliography: | Application Number: US20090538421 |