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

<table class="table-group" id="tab8"><tr><td><table class="table"><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr class="thead"><td class="align_left">Value</td><td class="align_center">Simplified portfolio w/cTr</td><td class="align_center">SR10 w/cTr</td><td class="align_center">TR5 w/cTr</td></tr><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr><td class="align_left">Cumulative yield (%)</td><td class="align_center">78.04</td><td class="align_center">62.28</td><td class="align_center">22.74</td></tr><tr><td class="align_left">Cumulative cTr (CLP)</td><td class="align_center">497.920</td><td class="align_center">236.699</td><td class="align_center">197.944</td></tr><tr class="table-tr"><td colspan="4"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Transaction cost of simplified v/s SR10 &amp; TR5.</div>

Complexity

tab8

Table 8

Table 8: An Approach for a Multi-Period Portfolio Selection Problem by considering Transaction Costs and Prediction on the Stock Market 