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