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MARKET-INDEPENDENT INVESTMENT, RISK MANAGEMENT METHOD, AND INVESTMENT SYSTEM THEREFOR

机译:市场无关的投资,风险管理方法及其投资系统

摘要

Disclosed are a market-independent investment method and an investment system thereof. The market-independent investment method includes: a step in which the investment system determines a sub-portfolio including one or more stock items expected to obtain a return rate higher than the market return rate; a step in which the investment system determines the proportion of an independent item for assigning market-independent characteristics to the sub-portfolio in the entire portfolio; and a step in which the investment system builds the entire portfolio including the independent item corresponding to the determined proportion and the sub-portfolio. The independent item is an index-linked product having an inverse relationship with the stock index.;COPYRIGHT KIPO 2017
机译:公开了一种与市场无关的投资方法及其投资系统。与市场无关的投资方法包括:投资系统确定子组合的步骤,该子组合包括一个或多个预期获得高于市场回报率的回报率的股票项目;投资系统确定独立项目的比例的步骤,该独立项目用于将市场独立特征分配给整个投资组合中的子投资组合;步骤是投资系统构建整个投资组合,包括与确定的比例相对应的独立项目和子组合。独立项目是与股票指数成反比的指数链接产品。; COPYRIGHT KIPO 2017

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