首页>
外国专利>
Systems and Methods for Multi-Style Portfolio (MSP) Cash Flow Enhancement
Systems and Methods for Multi-Style Portfolio (MSP) Cash Flow Enhancement
展开▼
机译:多样式投资组合(MSP)现金流量增强的系统和方法
展开▼
页面导航
摘要
著录项
相似文献
摘要
Systems and methods are provided for multi-style portfolio cash flow enhancement. The systems and methods include identifying a first set of one or more investment sleeves within an investment account as underweighted relative to a desired target and identifying a second set of one or more investment sleeves within the investment account as overweighted relative to the desired target, where the investment account includes a plurality of investment sleeves and where each investment sleeve includes at least one asset. The systems and methods further include generating one or more sell orders in the second set to rebalance at least one overweighted investment sleeve of the second set to the desired target, associating one or more cash flows with each sell order, where each of the one or more cash flows is further associated with one of the underweighted sleeves of the first set, and performing at least one of the one or more cash flows to flow cash to one or more of the underweighted sleeves if the corresponding sell order is successfully executed.
展开▼