/

Tools for carrying out resampled optimisation

[this page | pdf | references | back links]

The Nematrian website provides a tool to allow users to carry out resampled optimisation exercises, i.e. MnResampledPortfolioOptimiser. This function provides an answer conceptually similar in format to the provided by the standard Nematrian constrained quadratic portfolio optimiser, except that it can also include a range of percentile points for the distribution whose average defines the resampled optimum portfolio.

 


NAVIGATION LINKS
Contents | Prev


Desktop view | Switch to Mobile