As we use exactly the same format as in Beasley OR Library, for this Read_me we use the same structure as in the http://people.brunel.ac.uk/~mastjjb/jeb/orlib/portinfo.html, with the changes pertaining to new data.
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There are currently 5 data files.

These data files are the test problems used in the paper:
Juszczuk, P., Kaliszewski, I., Miroforidis, J., Podkopaev, D. (2020), Mean return -- standard deviation efficient frontier approximation with low-cardinality portfolios in the presence of the risk-free asset. 

The test problems are the files:
JKMP_300.txt, JKMP_350.txt, JKMP_400txt., JKMP_500.txt, JKMP_600.txt

The format of these data files is:
number of assets (N)
for each asset i (i=1,...,N):
   mean return, standard deviation of return
for all possible pairs of assets:
   i, j, correlation between asset i and asset j

The unconstrained efficient frontiers for each of these
data sets are available in the files:
JKMP_300_EF.txt, JKMP_350_EF.txt, JKMP_400_EF.txt, JKMP_500_EF.txt, JKMP_600_EF.txt

The format of these files is:
for each of the calculated points on the unconstrained frontier:
   mean return, variance of return

The largest file is JKMP_600.txt of size 2.85Mb (approximately)
The entire set of files is of size 7.78Mb (approximately).