SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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AlgoQuant
Topic Author
Posts: 10
Joined: November 27th, 2010, 3:16 am

Portfolio Optimization

September 8th, 2011, 10:56 pm

Hi All,I am looking for information on reliable and advanced portfolio optimization tools and softwares designed with institutional asset managers in mind. Can anyone share any experience or pointers that helps.Best
 
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ACD
Posts: 107
Joined: April 19th, 2004, 8:09 am

Portfolio Optimization

September 9th, 2011, 11:48 am

To be honest, when an optimizer is used I think most of them use a commercial system - MSCI-Barra's factor model and optimizer (and to a lesser extent its competitors like APT, Axioma, Northfield). How reliable these systems can be I couldn't tell you.
Last edited by ACD on September 8th, 2011, 10:00 pm, edited 1 time in total.
 
User avatar
AlgoQuant
Topic Author
Posts: 10
Joined: November 27th, 2010, 3:16 am

Portfolio Optimization

September 9th, 2011, 2:12 pm

Thanks ACD for the pointers.
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