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

Table 3

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

k = 1.0
	0.0159	0.0186	0.0893	0.0343	0.0577
	0.3018	0.1446	0.0560	0.1727	0.1087
	0.3689	0.3907	0.5883	0.3916	0.4267
	0.0372	0.1033	0.1900	0.1358	0.0333
	0.2762	0.3428	0.0764	0.2655	0.3735
Return	0.1011	0.1100	0.1149	0.1267	0.1327
Lower semivariance	0.0144	0.0166	0.0182	0.0211	0.0233