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Constructing portfolios using argumentation based decision making and performance persistence of mutual funds

Pendaraki Konstantina, Spanoudakis Nikolaos I.

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URIhttp://purl.tuc.gr/dl/dias/7F518C0A-7A20-429C-B316-671897A57358-
Identifierhttp://users.isc.tuc.gr/~nispanoudakis/resources/EEEE2013_PendarakiSpanoudakis.pdf-
Languageen-
TitleConstructing portfolios using argumentation based decision making and performance persistence of mutual fundsen
CreatorPendaraki Konstantinaen
CreatorSpanoudakis Nikolaos I.en
CreatorΣπανουδάκης Νικόλαος Ι.el
Content SummaryThis paper proposes an argumentation based tool for the selection of mutual funds and then the composition of efficient portfolios based on the performance persistence of the mutual funds. Argumentation allows for combining different contexts and preferences in a way that can be optimized. It allows for defining a set of different investment policy scenarios and supports the investor/portfolio manager in composing efficient portfolios that meet his profile. Moreover, the proposed methodological approach and the obtained portfolios are validated through their comparison to the return of the Market Index and with portfolios obtained using a traditional performance index. This approach is applied on data of Greek domestic equity mutual funds over the period 2000-2011 with encouraging results.en
Type of ItemΔημοσίευση σε Συνέδριοel
Type of ItemConference Publicationen
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-11-14-
Date of Publication2013-
SubjectDecidingen
SubjectDecision (Psychology)en
SubjectDecision analysisen
SubjectDecision processesen
SubjectMaking decisionsen
SubjectManagement--Decision makingen
SubjectManagement decisionsen
Subjectdecision makingen
Subjectdecidingen
Subjectdecision psychologyen
Subjectdecision analysisen
Subjectdecision processesen
Subjectmaking decisionsen
Subjectmanagement decision makingen
Subjectmanagement decisionsen
Bibliographic CitationK. Pendaraki, N. Spanoudakis, "Constructing Portfolios Using Argumentation Based Decision Making and Performance Persistence of Mutual Funds", in the 2nd International Symposium and 24th National Conference on Operational Research, 26-28 September 2013, pp. 24-29.en

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