The present invention provides for maintaining an approximate absolute risk level for an investment portfolio while minimizing trading necessary to do so. A portfolio of long and short position assets can be obtained that is approximately logarithmic, in the sense that that the value of the portfolio...http://www.google.fr/patents/US7143061?utm_source=gb-gplus-shareBrevet US7143061 - Method for maintaining an absolute risk level for an investment portfolio
Method for maintaining an absolute risk level for an investment portfolio
