Constructing portfolios using argumentation based decision making and performance persistence of mutual fundsConstructing portfolios using argumentation based decision making and performance persistence of mutual funds Δημοσίευση σε Συνέδριο Conference Publication 2015-11-142013enThis 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.http://creativecommons.org/licenses/by/4.0/24-292nd International Symposium and 24th National Conference on Operational Research Pendaraki Konstantina Spanoudakis Nikolaos I. Σπανουδάκης Νικόλαος Ι. Deciding Decision (Psychology) Decision analysis Decision processes Making decisions Management--Decision making Management decisions decision making deciding decision psychology decision analysis decision processes making decisions management decision making management decisions