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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