Institutional Repository
Technical University of Crete
Technical University of Crete
EN
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EL
| URI | http://purl.tuc.gr/dl/dias/B452AD9D-6A70-448E-8A3C-F747E58DD2B9 | - |
| Identifier | http://link.springer.com/article/10.1007%2FBF02940279 | - |
| Identifier | https://doi.org/10.1007/BF02940279 | - |
| Language | en | - |
| Extent | 22 pages | en |
| Title | Evaluation of equity mutual funds’ performance using a multicriteria methodology | en |
| Creator | K. Pendaraki | en |
| Creator | Zopounidis Konstantinos | en |
| Creator | Ζοπουνιδης Κωνσταντινος | el |
| Publisher | Springer Verlag | en |
| Content Summary | The evaluation of the performance of mutual funds has been a very interesting research topic for not only researchers, but also for managers of financial, banking and investment institutions. In this study a well-known MCDA method based on the theory of outranking relations, the PROMETHEE II method (Preference Ranking Organisation Method for Enrichment Evaluations; [Brans and Vincke (1985)]) is used to develop outranking models for mutual funds’ performance. This method is applied on real-world data of mutual funds derived from the Association of Greek Institutional Investors. The results of the PROMETHEE II method are indicative of ranking the funds from the best to the worst ones according to their performance. | 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 | 2015-11-06 | - |
| Date of Publication | 2003 | - |
| Subject | Mutual funds | en |
| Subject | Multicriteria analysis | en |
| Subject | Ranking | en |
| Bibliographic Citation | K. Pendaraki, and C. Zopounidis, "Evaluation of equity mutual funds’ performance using a multicriteria methodology", Operat. Res., vol. 3, no. 1, pp. 69-90, Jan. 2003. doi:10.1007/BF02940279 | en |
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