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Combined Portfolio/Problem Description
How to select the best mutual funds for your portfolio?
A typical financial advisor would put you in the prepackaged diversified portfolio of 515 mutual funds based on your capacity for risk.
Such a portfolio of funds is also called as fund of funds.
The question is this: Which funds should be selected to be your portfolio optimal in both criteria  maximum performance (annual return) and minimum risk (standard deviation)?
Suppose we need to select the portfolio of 15 funds from the set of 743 funds potentially available for the selection.
The number of possible choices is
Assume we possess the supercomputer capable to analyze 100 trillions combinations per second. It will take about 10^{9} years to process all possible combinations and find optimal solutions!
Using our software it can be done within minutes.

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