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Computerized method and system for managing a financial portfolio relative to market volatility
Computerized method and system for managing a financial portfolio relative to market volatility
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机译:用于管理与市场波动有关的金融投资组合的计算机化方法和系统
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摘要
The system and method for managing a financial portfolio relative to market stability includes determining a first allocation of assets in the portfolio and a level of equity exposure, the portfolio including a plurality of funds; monitoring a quantitative risk indicator for market signals, determining whether the quantitative risk indicator meets a predetermined risk threshold value and if the risk indicator meets the risk threshold value, adjusting the level of equity exposure by selling a first position on a first set of options associated with a first fund and purchasing a second position on a second set of options associated with a second fund.
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