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Towards a goal programming methodology for constructing equity mutual fund portfolios

Zopounidis Konstantinos, Doumpos, Michael, Pendaraki Konstantina

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URIhttp://purl.tuc.gr/dl/dias/A4AFF4ED-42AD-4252-AF80-292812500C74-
Identifierhttps://doi.org/10.1057/palgrave.jam.2240120-
Languageen-
Extent14 pagesen
TitleTowards a goal programming methodology for constructing equity mutual fund portfoliosen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorDoumpos, Michaelen
CreatorPendaraki Konstantinaen
PublisherPalgrave Macmillanen
Content SummaryThe 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 resultsen
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-28-
Date of Publication2004-
SubjectCapability, Financial (Financial literacy)en
SubjectFinancial capability (Financial literacy)en
SubjectLiteracy, Financialen
Subjectfinancial literacyen
Subjectcapability financial financial literacyen
Subjectfinancial capability financial literacyen
Subjectliteracy financialen
Bibliographic CitationK. 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.2240120en

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