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Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/A4AFF4ED-42AD-4252-AF80-292812500C74 | - |
| Identifier | https://doi.org/10.1057/palgrave.jam.2240120 | - |
| Language | en | - |
| Extent | 14 pages | en |
| Title | Towards a goal programming methodology for constructing equity mutual fund portfolios | en |
| Creator | Zopounidis Konstantinos | en |
| Creator | Ζοπουνιδης Κωνσταντινος | el |
| Creator | Doumpos, Michael | en |
| Creator | Pendaraki Konstantina | en |
| Publisher | Palgrave Macmillan | en |
| Content Summary | 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 | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-10-28 | - |
| Date of Publication | 2004 | - |
| Subject | Capability, Financial (Financial literacy) | en |
| Subject | Financial capability (Financial literacy) | en |
| Subject | Literacy, Financial | en |
| Subject | financial literacy | en |
| Subject | capability financial financial literacy | en |
| Subject | financial capability financial literacy | en |
| Subject | literacy financial | en |
| 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 | en |
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