Hedging exchange traded mutual fund or other portfolio basket products
US8027911B2 · kind B2 · utility
6Cited by
0References
5Claims
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Assignee
Inventors
Key dates
| Filing date | Feb 16, 2011 |
| Grant date | Sep 27, 2011 |
| Priority date | — |
| Expiry date | Feb 16, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
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 rack actual NAV of an actively managed traded fund.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.