FRONTIER - A GRAPHICAL INTERFACE FOR PORTFOLIO OPTIMIZATION IN A PIECEWISE LINEAR-QUADRATIC RISK FRAMEWORK

被引：4

作者：

JENSEN, DL

KING, AJ

机构：

来源：

IBM SYSTEMS JOURNAL | 1992年 / 31卷 / 01期

关键词：

D O I：

10.1147/sj.311.0062

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Frontier is a pilot graphical user interface for portfolio optimization built for the new IBM workstation, the RISC System/6000TM, out of basic X-windows and OSL utilities. The program asks the user to select a piecewise linear-quadratic risk measure, draws a risk/reward 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.

引用

页码：62 / 70

页数：9