Research Article
Portfolio Selection with respect to the Probabilistic Preference in Variable Risk Appetites: A Double-Hierarchy Analysis Method
Table 6
The weight mean value under dynamic risk-appetite coefficient.
| Stock code | Mean (1) | Mean (0.75) | Mean (0.65) | Mean (0.5) | Mean (0.25) | Mean (0) | Mean (all) |
| 000038.SZ | 0.1 | 0 | 0 | 0.11 | 0 | 0 | 0.04 |
| 000156.SZ | 0.05 | 0 | 0 | 0.04 | 0 | 0 | 0.02 |
| 000607.SZ | 0.04 | 0.15 | 0.06 | 0.05 | 0.02 | 0.04 | 0.06 |
| 000665.SZ | 0.03 | 0.06 | 0.07 | 0.04 | 0.14 | 0.21 | 0.09 |
| 000673.SZ | 0.24 | 0.02 | 0.02 | 0.22 | 0 | 0 | 0.08 |
| 000681.SZ | 0.16 | 0 | 0 | 0.11 | 0 | 0 | 0.05 |
| 000719.SZ | 0.12 | 0.03 | 0.03 | 0.15 | 0.026 | 0.11 | 0.08 |
| 000793.SZ | 0.08 | 0.42 | 0.45 | 0.06 | 0.395 | 0 | 0.23 |
| 000802.SZ | 0.02 | 0 | 0 | 0.03 | 0 | 0 | 0.01 |
| 000839.SZ | 0.17 | 0.32 | 0.37 | 0.18 | 0.419 | 0.64 | 0.35 |
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