Method of protecting an initial investment value of an investment
US7475033B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Sep 6, 2007 |
| Grant date | Jan 6, 2009 |
| Priority date | — |
| Expiry date | Sep 6, 2027 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method of protecting at least a portion of an initial investment value of an investment made by an investor including the steps of: providing a business entity; electing the business entity to be treated as a regulated investment company; holding positions using the business entity in a set of put-option based instruments having a first underlying reference and a set of call-option based instruments having a second underlying reference, the first underlying reference being the same as or substantially correlated to the second underlying reference, so that the sets of put-option based instruments and call-option based instruments provide the at least a portion of the initial investment value at maturity of the investment; and making available the at least a portion of the initial investment value to the investor upon the maturity of the investment.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.