Abstract
An optimizer is a computer program that uses a combination of share price history data and the relationships between those histories to estimate the most efficient portfolio allocations possible. An efficient portfolio is one that gives the best possible expected return for a given level of risk, or conversely, the lowest possible risk for a given expected return.
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© 2002 Frances Cowell
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Cowell, F. (2002). Optimized Stock Selection Models. In: Practical Quantitative Investment Management with Derivatives. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230501874_10
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DOI: https://doi.org/10.1057/9780230501874_10
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-42528-0
Online ISBN: 978-0-230-50187-4
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