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NORM Asset Management ®
From dedicated risk analysis to tailored portfolio optimization, NORM Asset Management ® helps you design advanced quantitative investment strategies in your own IT environment.
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NORM Asset Management

Posted on 22-Nov-2005

In recent months, I came across an original optimizer from RaisePartner that smoothes out the random part of covariance matrices […] and lead to stable optimization outputs and therefore a reliable asset allocation.


Head of Quantitative Research
Institutional Investor


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