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    • 19. 发明申请
    • METHOD AND COMPUTER PROGRAM FOR TAX SENSITIVE INVESTMENT PORTFOLIO MANAGEMENT
    • 税务敏感投资组合管理方法与计算机程序
    • WO2005098723A2
    • 2005-10-20
    • PCT/US2005/009912
    • 2005-03-25
    • UBS AGSTAUB, Renato
    • STAUB, Renato
    • G06F17/60
    • G06Q40/06G06Q40/00G06Q40/04G06Q40/10
    • Methods and corresponding systems are provided for managing investment portfolios that includes the steps of identifying at least one security of the investment portfolio to be sold during rebalancing of the investment portfolio, and rebalancing or deferring rebalancing of the investment portfolio based at least in part on a rebalancing threshold for short-term capital gains or losses, investor specified or otherwise. If an implied total short-term capital gain or loss, e.g ., a loss or gain that would occur if the at least one security were sold, falls within the rebalancing threshold rebalancing occurs, otherwise rebalancing is deferred for a later time.
    • 提供了用于管理投资组合的方法和相应的系统,其中包括确定在投资组合再平衡期间将出售的投资组合的至少一个安全性的步骤,以及至少部分基于以下内容重新平衡或推迟投资组合的再平衡 短期资本收益或亏损的重新平衡门槛,指定的投资者或其他。 如果隐含的总短期资本收益或损失(例如,如果至少一种证券出售时将会发生的损失或收益)属于重新平衡门槛,就会发生重新平衡,否则重新平衡较晚推迟。