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Technical University of Crete
Technical University of Crete
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EL
| URI | http://purl.tuc.gr/dl/dias/7C394C00-0AFE-4B2C-95E5-8B549280D041 | - |
| Identifier | http://users.isc.tuc.gr/~nispanoudakis/resources/ORIJ_Pendaraki_Spanoudakis_temp.pdf | - |
| Identifier | https://doi.org/10.1007/s12351-014-0162-9 | - |
| Language | en | - |
| Title | Portfolio performance and risk-based assessment of the portrait tool | en |
| Creator | Pendaraki Konstantina | en |
| Creator | Spanoudakis Nikolaos I. | en |
| Creator | Σπανουδάκης Νικόλαος Ι. | el |
| Publisher | Springer Verlag | en |
| Content Summary | In this paper we evaluate and extend the PORTRAIT tool. PORTRAIT applies an argumentation based methodology for composing fund portfolios. 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 her/his profile. The performance and risk of the constructed portfolios is compared with portfolios based on a traditional performance index under different scenarios. This approach is applied on data of Greek domestic equity mutual funds over the period from January 2006 to December 2011 with positive results. The empirical results of our study showed that argumentation is well suited for this type of applications giving answers to two important questions, i.e. which mutual funds are the most suitable to invest in, and, what portion of the available capital should be invested in each of these funds. | 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 | 2015-11-14 | - |
| Date of Publication | 2015 | - |
| 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 and N. Spanoudakis, "Portfolio Performance and Risk-based Assessment of the PORTRAIT Tool", International Journal Operational Research, (ORIJ), vol. 15, no. 3, Oct. 2015, pp. 359-378. doi: 10.1007/s12351-014-0162-9 | en |
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