A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure

Table 1

Chosen 14 indexes as the risky assets.

Number	Asset name	Symbols
Domestic assets
1	SSE Composite Index	001.SS
2	SSE A-share Index	002.SS
3	SSE B-share Index	003.SS
4	SSE Industrial Index	004.SS
5	SSE Commercial Index	005.SS
6	SSE Properties Index	006.SS
7	SSE Utilities Index	007.SS
8	SSE Component Index	001.SZ
9	SSE Component A	002.SZ
10	SSE Composite Index	106.SZ
Foreign Assets
11	BSE SENSEX	BSESN
12	FTSE Bursa Malaysia KLCI	KLSE
13	Hang Seng Index	HSI
14	NIKKEI 225	N225