A Personalized Mean-CVaR Portfolio Optimization Model for Individual Investment

Table 9

Future rate of log return simulation.

Simulation	China Bonds 0303	Apple	Suning	CNPC	EEM	SPY
1	0.00819	0.013112	−0.00169	0.008535	−0.0086	0.007635
2	−0.01238	−0.00387	0.046417	−0.00754	−0.00493	−0.00246
3	−0.00136	0.011882	0.051426	−0.00487	−0.01529	−0.00297
4	0.000305	−0.017	0.009973	−0.00741	0.0097	−0.00158
5	9.44E − 05	−0.00558	0.018114	−0.00998	−0.00924	0.003495
6	−0.0046	−0.00226	−0.05829	−0.0048	−0.00343	0.000552
7	−0.00207	−0.00395	−0.03073	−0.04494	0.016671	0.001207
⋯	⋯	⋯	⋯	⋯	⋯	⋯
⋯	⋯	⋯	⋯	⋯	⋯	⋯
1000	0.000869	0.039122	0.047992	−0.00779	0.007335	0.003642