Fig. 2From: A statistical learning approach for stock selection in the Chinese stock marketCumulative Returns of Portfolios. This plot contains the evolution of investing $1 at the starting point over the entire study period by different strategies (EMN-ENET, Long-ENET, LongA-ENET, EMN-OLS, Long-OLS, and LongA-OLS). The performance of Shanghai Composite Index over the same time period is also included (red solid line) as a referenceBack to article page