Fig. 8From: Intelligent option portfolio model with perspective of shadow price and risk-free profitThe relation between the risk preference \(\phi\) and out-of-sample performance. Note: This figure plots the impact of the change of investor’s risk preference \(\phi\) on the model (10). The x-axis is the parameter \(\phi\) ∈ [0.25, 5], and the value interval is 0.25. There are 20 groups of data in total. The y-axis is the value corresponding to different indicatorsBack to article page