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.
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| | (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) |
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