Project: Portfolio Selection · Frontiers

Lesson 2

Nikolai Chukhin · Alexander S. Kulikov

For example, suppose the feasible points are \[(0,28), (1,29), (2,21), (4,24), (5,18), (8,21), (9,16), (13,19), (15,15).\] The points \((1,29)\), \((4,24)\), \((8,21)\), and \((13,19)\) are dominated by \((0,28)\), \((2,21)\), \((5,18)\), and \((9,16)\), respectively. The remaining five points form the frontier.