Sifted QP solutions for portfolio optimisation problems dataset

Dataset

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
Date made available6 Jun 2019
PublisherUniversity of Plymouth

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