Tools for carrying out resampled
optimisation
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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.
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