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

Table 7

Non-degenerate cases.

𝐿	𝑈	[𝑅min, 𝑅max]	[𝑅min, 𝑅max]	Frontier equation
{4,5}	{2}	[0.103289,0.107478]	[0.0400728,0.0426276]	11.6675𝑟^2−1.84921𝑟+0.1066
{5}	{1,2}	[0.107478,0.113689]	[0.0426276,0.047546]	17.0478𝑟^2−2.97854𝑟+0.165827
{3,5}	{2}	[0.113689,0.115711]	[0.047546,0.0505051]	122.894𝑟^2−26.7285𝑟+1.49786
{3,5}	{4}	[0.115711,0.119233]	[0.0505051,0.057026]	27.5594𝑟^2−4.62357+0.216509
{3}	{1,4}	[0.119233,0.1236]	[0.057026,0.067734]	84.3641𝑟^2−18.0342+1.00793
{2,3}	{3}	[0.1236,0.124444]	[0.067734,0.0743335]	2171.02𝑟^2−530.695+32.495