Modeling portfolios for actively managed exchange traded funds

Details Modeling portfolios for actively managed exchange traded funds Modeling portfolios for actively managed exchange traded funds

2009-08-10

2010-10-12

Kazimi, Hani (Department: 3691)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

Reexamination Certificate

active

07814001

ABSTRACT:
A process for creating a modeling portfolio to model an actively managed exchange traded fund portfolio. The modeling portfolio comprises a first portfolio of securities and a supplemental portfolio of securities. The modeling portfolio does not reveal the actively managed exchange traded fund portfolio.

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