Sifted QP Solutions for Minimum Proportions Dataset

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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

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