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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/7F518C0A-7A20-429C-B316-671897A57358 | - |
| Identifier | http://users.isc.tuc.gr/~nispanoudakis/resources/EEEE2013_PendarakiSpanoudakis.pdf | - |
| Language | en | - |
| Title | Constructing portfolios using argumentation based decision making and performance persistence of mutual funds | en |
| Creator | Pendaraki Konstantina | en |
| Creator | Spanoudakis Nikolaos I. | en |
| Creator | Σπανουδάκης Νικόλαος Ι. | el |
| Content Summary | This 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 Item | Δημοσίευση σε Συνέδριο | el |
| Type of Item | Conference Publication | en |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-14 | - |
| Date of Publication | 2013 | - |
| Subject | Deciding | en |
| Subject | Decision (Psychology) | en |
| Subject | Decision analysis | en |
| Subject | Decision processes | en |
| Subject | Making decisions | en |
| Subject | Management--Decision making | en |
| Subject | Management decisions | en |
| Subject | decision making | en |
| Subject | deciding | en |
| Subject | decision psychology | en |
| Subject | decision analysis | en |
| Subject | decision processes | en |
| Subject | making decisions | en |
| Subject | management decision making | en |
| Subject | management decisions | en |
| Bibliographic Citation | K. 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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