Sifted QP Solutions for Minimum Proportions Dataset
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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).
Craven, M. and Graham, D. (2021).Sifted QP Solutions for Minimum Proportions Dataset. PEARL Research Repository https://doi.org/10.24382/na50-s145
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