Fig. 6From: Intelligent option portfolio model with perspective of shadow price and risk-free profitOut-of-sample monthly return of different model and prediction error. Note: This figure shows the monthly yield of the underlying asset 50ETF, intelligent option model and risk-free model from 2015 to 2021. The yellow line indicates the prediction error. The ordinate on the left is the average monthly rate of return, and the ordinate on the right is the prediction errorBack to article page