Title:
投資収益のインデックスを生成する方法およびシステム
Document Type and Number:
Japanese Patent JP5014550
Kind Code:
B2
Abstract:
A method and system for generating returns for investments in asset classes such as bonds, currencies, and commodities. The index of these returns may be used as a benchmark to measure the investment performance of one or more of the asset classes that make up the index. It may also be replicated in the markets in which futures contracts for members of these asset classes are traded and used to earn the returns that the index measures. Indices constructed for each asset class can be combined with each other and with equity indices to create tradable indices hedge fund returns.
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Inventors:
Roger alkali
Timothy Jay Ludlow
Frank El Vannerson
Timothy Jay Ludlow
Frank El Vannerson
Application Number:
JP2001583430A
Publication Date:
August 29, 2012
Filing Date:
May 09, 2001
Export Citation:
Assignee:
Mount Lucas Management Elpy
International Classes:
G06Q40/04; G06Q40/00
Domestic Patent References:
| JP8185443A | ||||
| JP6236383A | ||||
| JP8185441A | ||||
| JP7168806A | ||||
| JP6028384A | ||||
| JP7021149A | ||||
| JP7036976A | ||||
| JP10003465A | ||||
| JP10275177A |
Foreign References:
| WO1999039290A1 |
Attorney, Agent or Firm:
Yasuhiko Murayama
Masatake Shiga
Takashi Watanabe
Shinya Mitsuhiro
Masatake Shiga
Takashi Watanabe
Shinya Mitsuhiro