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dc.contributor.authorPendaraki, Konstantina-
dc.contributor.authorZopounidis, Constantin D.-
dc.date.accessioned2018-06-27T11:08:54Z-
dc.date.available2018-06-27T11:08:54Z-
dc.date.issued2003-
dc.identifier.citationPendaraki, K., & Zopounidis, C. (2003). Evaluation of equity mutual funds’ performance using a multicriteria methodology. European Research Studies Journal, 6(3-4), 143-162.en_GB
dc.identifier.issn11082976-
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/31418-
dc.description.abstractThe 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_GB
dc.language.isoenen_GB
dc.publisherUniversity of Piraeus. International Strategic Management Associationen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectMutual fundsen_GB
dc.subjectMultiple criteria decision makingen_GB
dc.subjectCapital assets pricing modelen_GB
dc.titleEvaluation of equity mutual funds’ performance using a multicriteria methodologyen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.publication.titleEuropean Research Studies Journalen_GB
Appears in Collections:European Research Studies Journal, Volume 6, Issue 3-4

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