A portfolio optimization process that diversifies model risk by favoring a more diversified portfolio over other portfolios with similar characteristics is provided. According to one aspect of the present invention, a more diverse portfolio may be selected over an initial portfolio in order to diversify...http://www.google.se/patents/US6292787?utm_source=gb-gplus-sharePatent US6292787 - Enhancing utility and diversifying model risk in a portfolio optimization framework
