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This document presents a study on a Markov chain portfolio liquidity optimization model, developed to address liquidity considerations in portfolio decisions following the financial crises of 2008 and 2010. The model integrates risk, return, and liquidity costs using Genetic Algorithms and was tested on Brazilian stocks from 2007 to 2009, demonstrating its potential for creating efficient financial portfolios. The research highlights the importance of liquidity in investment strategies and proposes a multi-

Author

digaetaivan

Language

EN