On the Computation of the Efficient Frontier of the Portfolio Selection Problem

Table 3

CPU-time in seconds per case processed by the KTEF-S algorithm. The results are mean values obtained from ten 30-point samples corresponding to ten different sets of (real) data (computations have been made with Mathematica).

Number of assets	20	30	40	50	60	70	80	90	100	200
CPU-time	0.032	0.023	0.022	0.025	0.03	0.025	0.026	0.029	0.037	0.033