Modeling portfolios for actively managed exchange traded funds
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United States of America Patent
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Oct 12, 2010
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N/A
app pub date -
Aug 10, 2009
filing date -
Mar 27, 2000
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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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