Eric S Brandhorst

US Patent:

8015095, Sep 6, 2011

Filed:

Feb 3, 2010

Appl. No.:

12/699447

Inventors:

Eric S. Brandhorst - Carlisle MA, US

Assignee:

State Street Global Advisors - Boston MA

International Classification:

G06Q 40/00

US Classification:

705 36R, 705 37, 705 35

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.

US Patent:

20080077537, Mar 27, 2008

Filed:

Sep 22, 2006

Appl. No.:

11/525549

Inventors:

Eric S. Brandhorst - Carlisle MA, US

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

The invention relates to investment vehicles and methods for determining the composition of such investment vehicles based on a valuation-tilted, capitalization-weighted technique. In one aspect, the invention includes identifying assets to be included in an investment vehicle, calculating a asset valuation for each of the assets, ranking the assets based on their respective asset valuations, based on the ranking, identifying groupings of the assets, determining a group weighting factor for each of the groupings, and determining the composition of the investment vehicle based on the group weighting factors attributed to each of the groupings.