Research Article

Research on Probability Mean-Lower Semivariance-Entropy Portfolio Model with Background Risk

Table 1

The probability distribution of the rates of return of assets.


(0.0449, 0.0505, 0.0612, 0.0679)
(0.0447, 0.0502, 0.0608, 0.0675)
(0.1276, 0.1436, 0.1739, 0.1930)
(0.0466, 0.0524, 0.0635, 0.0705)
(0.0815, 0.0917, 0.1111, 0.1233)
(0.0400, 0.0450, 0.0545, 0.0605)