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

Table 4

Portfolios, returns, and lower semivariances of venture-seeking investors.

k = 2.0
	0.1610	0.2735	0.0042	0.0242	0.0254
	0.1025	0.0116	0.2412	0.2319	0.0096
	0.3431	0.3361	0.3619	0.2709	0.4505
	0.1114	0.0343	0.1438	0.1271	0.1810
	0.2819	0.3446	0.2490	0.3459	0.3335
Return	0.1219	0.1230	0.1261	0.1321	0.1470
Lower semivariance	0.0628	0.0647	0.0673	0.0735	0.0864