An Approach for a Multi-Period Portfolio Selection Problem by considering Transaction Costs and Prediction on the Stock Market

Table 2

Parameters and variables for the second proposed model.

	Description
Parameters
	Held stock since last week.
	Surplus, unused budget in the previous week
	Portfolio actual value
Variable
	Stocks to be held until the next period.
	Stocks to buy.
	Stocks to sell.
	Portfolio portion for transaction cost
	Trade amount
	Total amount to buy
	Total amount to sell
	Expected return minus the transaction cost
	,
	,