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Institutional Repository [SANDBOX]
Technical University of Crete
Technical University of Crete
EN
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EL
| URI: | http://purl.tuc.gr/dl/dias/A4AFF4ED-42AD-4252-AF80-292812500C74 | ||
| Year | 2004 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
| License |
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| Bibliographic Citation | 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 | ||
| Appears in Collections |
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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