A Personalized Mean-CVaR Portfolio Optimization Model for Individual Investment

Table 7

Parameters for marginal distributions of the six financial assets.

Parameters	China Bonds 0303	Apple	Suning	CNPC	EEM	SPY
u	0.000002	0.000595	0.000334	−0.000354	0.000121	0.000353
	0.000002	0.000001	0.000003	0.000001	0.000009	0.000001
	0.148630	0.116321	0.103883	0.116107	0.168888	0.173155
	0.850050	0.851837	0.908557	0.890285	0.778070	0.816123
	2.877364	3.557054	4.016967	3.844891	13.74245	4.535059