Frontier: A graphical interface for portfolio optimization in a piecewise linear-quadratic risk framework

“Frontier” is a pilot graphical user interface for portfolio optimization built for the new IBM workstation, the RISC System/6000™, 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.