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

Table 5

Number of intervals (arcs of parabola)/portfolio compositions found from different samples for several instances of (SCP).

assets	Size of the sample
	50		100		200		500		1000		3000		5000
30	15	10	19	13	20	13	21	13	22	13	27	14	30	14
30	23	15	37	20	51	22	62	25	67	26	73	26	80	26
50	29	17	37	18	46	20	49	22	51	22	58	23	61	23
50	39	26	59	27	73	28	89	29	97	30	103	32	105	32
50	33	17	42	19	52	23	63	25	65	25	69	25	70	25
88	31	17	47	20	61	24	77	28	84	28	96	29	100	30
100	33	25	44	29	57	33	63	35	65	35	72	36	89	36
100	20	15	23	17	27	18	33	20	34	21	36	21	38	21