1. A computer-implemented method for selecting a value of a portfolio weight for each of a plurality of assets of an optimal portfolio, the value of portfolio weight chosen from specified values between real numbers c 1 and c 2 associated with each asset, each asset characterized by an expected return and a standard deviation of return, and a covariance with respect to each of every other asset of the plurality of assets, the method comprising: a. choosing a forecast certainty level from a collection of forecast certainty levels for defining a resampling process of the input data consistent with the assumed forecast certainty of input data characterizing the expected return and standard deviation of return of each of the plurality of assets; b. generating a plurality of optimization inputs drawn at least from a distribution of simulated optimization inputs consistent with the expected return, the standard deviation of return of each of the plurality of assets and the chosen forecast certainty level; c. computing a simulated mean-variance efficient frontier, the frontier having at least one simulated mean-variance efficient portfolio, for each of the plurality of optimization inputs; d. associating each mean-variance efficient portfolio with a specified set of simulated mean-variance efficient portfolios for creating a set of associated mean-variance efficient portfolios; e. establishing a statistical mean for each set of associated mean-variance efficient portfolios, thereby generating a plurality of statistical means, the plurality of statistical means defining a meta-resampled efficient frontier; and f. selecting a portfolio weight for each asset from the meta-resampled efficient frontier according to a specified investment objective for defining the optimal portfolio subject to the specified investment objective; wherein acts b. through f. are performed by means of a computer system.