Frontier: A graphical interface for portfolio optimization in a piecewise linear-quadratic risk framework

D. L. Jensen, A. J. King
1992 IBM Systems Journal  
Frontier" is a pilot graphical user interface for portfolio optimization built for the new IBM workstation, the RlSC System/SOOO", out of basic X-windows and OSL utilities. The program asks the user to select a piecewise linear-quadratic risk measure, draws a risWreward efficient frontier, and permits the user to examine the efficient frontier using zoom and histogram display facilities. This paper describes the interfaces and discusses possible extensions.
doi:10.1147/sj.311.0062 fatcat:jhff3u3swnht5cvgcrbwumxwgq