The last reply sounds good, i will try this and get back to you. Might take some time as I dont have access to an optimizer right now... Thanks, David.

Hi, could you please elaborate? Thanks, David.

<t>Hi, just to make the problem clearer, I am not worried about correlation, diverisfication etc. The problem is simply pick one hundred numbers from three hundred with a specific mean and sd. Find the optimal answer, or close. Very interesting problem, deceptively simple, I think you'll agree. Davi...

<t>HI, I wish to pick 100 bonds from a universe of around 240 bonds with a specified mean and sd. Trying all combinations of portfolios takes too long. sampling at random, finding means and sd seems to take too long. I need something quick that will provide an optimal (or very close answer) does any...

Please send me the CDO pricing model, Ill swap you for a NTD model. contactdd247@gmail.com Thanks