Research Article
A Personalized Mean-CVaR Portfolio Optimization Model for Individual Investment
Table 8
The correlation coefficient matrix.
| | | China Bonds 0303 | Apple | Suning | CNPC | EEM | SPY |
| | China Bonds 0303 | 1 | 0.0431 | 0.0477 | 0.0361 | −0.0159 | 0.0445 | | Apple | 0.0431 | 1 | −0.0139 | −0.0048 | −0.0243 | 0.5300 | | Suning | 0.0477 | −0.0139 | 1 | 0.0514 | −0.0827 | −0.0207 | | CNPC | 0.0361 | −0.0048 | 0.0514 | 1 | −0.0097 | 0.0152 | | EEM | −0.0159 | −0.0243 | −0.0827 | −0.0097 | 1 | 0.0304 | | SPY | 0.0445 | 0.5300 | −0.0207 | 0.0152 | 0.0304 | 1 |
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