An Approach for a Multi-Period Portfolio Selection Problem by considering Transaction Costs and Prediction on the Stock Market
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...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
|
| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2023/3056411 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|