1. A 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 associates with each asset, between real numbers c 1 and c 2 that may vary by asset, for the plurality of assets, having a defined expected return and a defined standard deviation of return, each asset having a covariance with respect to each of every other asset of the plurality of assets, the method comprising: a. computing a mean-variance efficient frontier portfolio based at least on input data characterizing the defined expected return and the defined standard deviation of return of each of the plurality of assets; b. generating a plurality of optimization inputs consistent with the defined expected return, the defined standard deviation of return of each of the plurality of assets, and forecast certainty of the input data; c. computing a simulated mean-variance efficient portfolio for each of the plurality of optimization inputs; d. associating each mean-variance efficient portfolio with a specified and indexed set of portfolios for creating a set of identical-index-associated mean-variance efficient portfolios; e. establishing a statistical mean for each set of identical-index-associated mean-variance efficient portfolios, thereby generating a plurality of statistical means, the plurality of statistical means defining a resampled efficient frontier; f. selecting a portfolio weight for each asset form the resampled efficient frontier associated with a forecast certainty level according to a specified risk objective; and g. investing funds in accordance with the specified portfolio weights.