Using Bibliometric Indicators from Patent Portfolio Valuation as Value Factor for Generating Smart Beta Products

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Abstract

This paper goal is to present the results of the use of patent valuation indicators as alternative data which can generate a value factor which is suitable to design financial products. Based on different patent value indicators which address the areas “assignee”, “technology” and “market” an “IP portfolio index” was designed and back tested with real market data. The outperformance of the IP portfolio index is shown in the current paper.

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APA

Zagos, A., & Brad, S. (2020). Using Bibliometric Indicators from Patent Portfolio Valuation as Value Factor for Generating Smart Beta Products. In IFIP Advances in Information and Communication Technology (Vol. 597 IFIP, pp. 411–429). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-030-61295-5_31

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