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Portfolio Optimization
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
Portfolio Optimization
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.