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Ιδρυματικό Αποθετήριο [SANDBOX]
Πολυτεχνείο Κρήτης
Πολυτεχνείο Κρήτης
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| URI: | http://purl.tuc.gr/dl/dias/A4AFF4ED-42AD-4252-AF80-292812500C74 | ||
| Έτος | 2004 | ||
| Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | ||
| Άδεια Χρήσης |
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| Βιβλιογραφική Αναφορά | K. Pendaraki, M. Doumpos , C. Zopounidis ," Towards a goal programming methodology for constructing equity mutual fund portfolios," J. of Asset Manag., vol. 4, no 6, pp.415-428, Apr.2004.doi:10.1057/palgrave.jam.2240120 https://doi.org/10.1057/palgrave.jam.2240120 | ||
| Εμφανίζεται στις Συλλογές |
The evaluation of the performance of mutual fund (MF) portfolios has been a very interesting research topic not only for researchers, but also for managers of financial, banking and investment institutions. In this paper, a multicriteria decision aid framework is proposed for the construction of MF portfolios. The proposed methodology is based on a goal programming approach to determine the proportion of each MF in the constructed portfolios. This methodology is applied on a sample of Greek MFs over the period 1999–2001 with encouraging results
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