Invention Grant
- Patent Title: Valuation-tilted capitalization weighted investment methods and products
- Patent Title (中): 估值倾斜资本化加权投资法和产品
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Application No.: US12699447Application Date: 2010-02-03
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Publication No.: US08015095B2Publication Date: 2011-09-06
- Inventor: Eric S. Brandhorst
- Applicant: Eric S. Brandhorst
- Applicant Address: US MA Boston
- Assignee: State Street Global Advisors
- Current Assignee: State Street Global Advisors
- Current Assignee Address: US MA Boston
- Agency: Goodwin Procter LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
Investment vehicles and methods for determining the composition of such investment vehicles are based on a valuation-tilted, capitalization-weighted technique. Assets are identified to be included in an investment vehicle, an asset valuation is calculated for each of the assets, the assets are ranked based on their respective asset valuations, and based on the ranking, groupings of the assets are identified, a group weighting factor is determined for each of the groupings, and the composition of the investment vehicle is based on the group weighting factors attributed to each of the groupings.
Public/Granted literature
- US20100179922A1 Valuation-Tilted Capitalization Weighted Investment Methods and Products Public/Granted day:2010-07-15
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