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Portfolio Optimization

Posted: September 8th, 2011, 10:56 pm
by AlgoQuant
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

Posted: September 9th, 2011, 11:48 am
by ACD
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.

Portfolio Optimization

Posted: September 9th, 2011, 2:12 pm
by AlgoQuant
Thanks ACD for the pointers.