2023
DOI: 10.1155/2023/3056411
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An Approach for a Multi-Period Portfolio Selection Problem by considering Transaction Costs and Prediction on the Stock Market

Abstract: This paper addresses a method to solve a multi-period portfolio selection on the stock market. The portfolio problem seeks an investor to trade stocks with a finite budget and a given integer number of stocks to hold in a portfolio. The trade must be performed through a stockbroker that charges its respective transaction cost and has its minimum required trade amount. A mathematical model has been proposed to deal with the constrained problem. The objective function is to find the best risk-return rate; thus, … Show more

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