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

Table 4

Some least-square approximation of the CPU-time (in seconds) of KTEF-S as a function of the number of processed cases.

Number of assets	Least-square quadratic approximation
20	0.056240−0.0101667𝑛+0.00111423𝑛^2
50	0.629131−0.0499573𝑛+0.00111115𝑛^2
100	0.051426−0.0008316𝑛+0.00088099𝑛^2