ORCID
- Matthew Craven: 0000-0001-9522-6173
Description
The dataset consists of one zip file. The file consists of seven folders, which consist of complete descriptions of the cardinality constrained efficient frontiers for varying cardinality constraints (k) and varying numbers of lambda values. Citation: Graham, D. and Craven, M. J. (2019). Sifted QP solutions for portfolio optimisation problems dataset.PEARL Research Repository https://doi.org/10.24382/rtaa-7a29
DOI
10.24382/rtaa-7a29
Publication Date
2019-06-06
Embargo Period
2019-06-30
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.
Recommended Citation
Graham, D., & Craven, M. (2019) Sifted QP solutions for portfolio optimisation problems dataset [data set]. University of Plymouth Research Repository. Available at: https://doi.org/10.24382/rtaa-7a29
