Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2007-12-04
2007-12-04
Kazimi, Hani M. (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
10123779
ABSTRACT:
A method of determining an estimate of the market value of a traded unit of a financial instrument, and apparatus for carrying out the method, said instrument comprising a fund of individually priced securities and the exact composition of said fund being withheld from the market, said method comprising selecting a plurality of mutually independent risk factors, each risk factor being representative of market behavior estimated to be significant to the price behavior of the traded unit, obtaining information from a third party holding information regarding the composition of said fund regarding the actual significance of said risk factors to the value of said traded unit, and calculating a value for said traded unit on the basis of said significances.
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“Extra Market Components of Covariance in Security Returns,
Alexander Carol
Baker Charles A.
Gastineau Gary L.
MacQueen Jason
Norman Terry
American Stock Exchange, LLC
Howrey LLP
Kazimi Hani M.
Zecher Michael R
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