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1	Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization. Ehn, Max, Jämte, Marcus January 2023 (has links) In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. The results are focused on the comparison between the conventional execution strategies versus our developed model. We have found that our model outperforms the conventional methods for all assets that has been evaluated, and especially for investors whom value exposure to the markets higher. Optimal portfolio re-balancing optimal liquidation minimize transaction costs trading-volume estimation stochastic optimization Financial mathematics tracking error execution strategies opportunity costs liquidation costs applied mathematics PRIIP regulation Swing-pricing Other Mathematics Annan matematik