Sifted QP Solutions for Minimum Proportions Dataset
ORCID
- Matthew Craven: 0000-0001-9522-6173
Description
The dataset consists of one zip file. The file consists of seven folders, each corresponding to a given minimum proportion of asset. In each folder are a further seven folders, each consisting of complete descriptions of the cardinality constrained efficient frontiers for varying cardinality constraints (K). Citation Craven, M. and Graham, D. (2021).Sifted QP Solutions for Minimum Proportions Dataset. PEARL Research Repository https://doi.org/10.24382/na50-s145
DOI
10.24382/na50-s145
Publication Date
2021-04-27
Embargo Period
2024-12-01
Recommended Citation
Craven, M., & Graham, D. (2021) Sifted QP Solutions for Minimum Proportions Dataset [data set]. University of Plymouth Research Repository. Available at: https://doi.org/10.24382/na50-s145