Abstract
This article presents an example of portfolios optimized by AlternativeSoft's BL model based optimization with the following objectives: - Minimize the portfolio volatility, - Produce a well-diversi fied portfolio, - Allow the investors to de fine their views (absolute as well as relative) on the funds' (mutual funds and hedge funds) expected returns, - Tilt the portfolio from an equally weighted portfolio towards the funds with good future expected returns if the investors are con dent about the future returns of these funds.
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