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

Table 2

Portfolios, returns, and lower semivariances of risk-averse investors.

k = 0.5
	0.0405	0.0155	0.0025	0.0854	0.0969
	0.1287	0.0914	0.1334	0.0762	0.1187
	0.3133	0.3501	0.3662	0.3649	0.4062
	0.2048	0.2128	0.0767	0.1789	0.1618
	0.3126	0.3302	0.4212	0.2946	0.2163
Return	0.0953	0.1129	0.1198	0.1249	0.1260
Lower semivariance	0.0040	0.0053	0.0059	0.0063	0.0067