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

Table 7

Cumulative yields of simplified, SR10 and TR5 portfolios.

Date	Cumulative ret (simplified) (%)	Cumulative Rmax (SR10) (%)	Cumulative Rmax (TR5) (%)
16-06-2017	0.00	−0.15	−0.15
15-09-2017	10.05	11.11	7.25
15-12-2017	25.19	21.84	13.24
16-03-2018	41.45	34.21	23.28
15-06-2018	54.24	41.72	17.55
14-09-2018	57.59	40.75	7.61
14-12-2018	64.15	42.74	13.74
15-03-2019	79.55	56.11	23.34
14-06-2019	83.74	55.06	18.96
17-09-2019	99.17	60.13	21.04