Products, systems and methods for scale-in principal protection
US7689492B2 · kind B2 · utility
Assignee
Inventor
Key dates
| Filing date | Aug 3, 2005 |
| Grant date | Mar 30, 2010 |
| Priority date | — |
| Expiry date | Dec 25, 2026 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/00
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A financial product. The financial product includes an underlying portfolio component, a fixed income component, and a scale-in component. The underlying portfolio component includes an initial investment allocation into an alpha-generating portfolio. The fixed income component is structured and arranged to generate a predictable rate of return and includes an initial investment allocation into a fixed income portfolio. The scale-in component is structured and arranged to increase the investment allocation into the underlying portfolio component when a cumulative return of the alpha-generating portfolio exceeds a threshold amount.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.