Research Article
Research on Probability Mean-Lower Semivariance-Entropy Portfolio Model with Background Risk
Table 7
Table of relationship between
value and function value under different risk attitudes.
| Risk attitude | | Function value |
| | 0.0868 | −0.5422 | 0.2422 | −0.4125 | 0.5345 | −0.1788 | 0.7570 | −0.0959 |
| | 0.0136 | −0.5899 | 0.3168 | −0.2547 | 0.7060 | −0.1051 | 0.8816 | −0.0348 |
| | 0.2088 | −0.3090 | 0.4019 | −0.2091 | 0.7975 | −0.0208 | 0.9286 | 0.0300 |
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