Investment portfolio optimization system, method and computer program product

摘要: The preferred embodiments provide improved systems, methods and products for the optimization of a portfolio and/or multi-portfolios assets, such as stocks. In some embodiments, new methodology can be employed wherein confidence region mean-varience efficiency set is utilized. computation reward-to-variability ratio or Sharpe Ratio. multiportfolio optimization. engine module adapted to implement one more these methodologies, along with any other desired methodologies.