Jerome Abernathy resumes & CV records
Resumes
Jerome Abernathy
Location:
New York, New York
Industry:
Investment Management
Jerome D Abernathy, 65New York, NY
Jerome Abernathy Phones & Addresses
New York, NY
204 11Th St, Hoboken, NJ 07030 201-9635987
1120 Park Ave, Hoboken, NJ 07030 201-9635987
Holland, MI
Mentions for Jerome D Abernathy
Publications & IP owners
Us Patents
Creation And Maintenance Of A Liquid "Alternative Beta" Investment Fund
US Patent:
2008020, Aug 28, 2008
Filed:
Feb 25, 2008
Appl. No.:
12/036857
Inventors:
Andrew D. Beer - Fairfield CT, US
Jerome Abernathy - Hoboken NJ, US
Jerome Abernathy - Hoboken NJ, US
International Classification:
G06Q 40/00
US Classification:
705 36 R
Abstract:
A method of creating and managing one or more investment funds that seek to match or exceed the investment performance of a distinct subset (the “alternative beta”) of the return stream provided by the hedge fund industry by replicating it through a dynamically-managed portfolio of liquid financial instruments. The method includes (a) analyzing the return stream using a combination of linear and nonlinear mathematical models; (b) identifying the specific components of the returns that can be replicated with liquid instruments; (c) selecting the financial instruments that meet certain criteria for liquidity, transaction costs and tax efficiency; (d) forming one or more investment funds that offer investors the ability to participate in such returns with superior liquidity and transparency; (e) directing the fund(s) to acquire the financial instruments in such manner as determined by the model; (f) rebalancing the portfolio on a regular basis to account for shifts in the investment patterns of the return stream. Software to perform the method using factors to minimize error inherent in regression analysis.
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