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DC Field | Value | Language |
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dc.contributor.author | Pendaraki, Konstantina | - |
dc.contributor.author | Zopounidis, Constantin D. | - |
dc.date.accessioned | 2018-06-27T11:08:54Z | - |
dc.date.available | 2018-06-27T11:08:54Z | - |
dc.date.issued | 2003 | - |
dc.identifier.citation | Pendaraki, 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.issn | 11082976 | - |
dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/31418 | - |
dc.description.abstract | 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_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Piraeus. International Strategic Management Association | en_GB |
dc.rights | info:eu-repo/semantics/openAccess | en_GB |
dc.subject | Mutual funds | en_GB |
dc.subject | Multiple criteria decision making | en_GB |
dc.subject | Capital assets pricing model | en_GB |
dc.title | Evaluation of equity mutual funds’ performance using a multicriteria methodology | en_GB |
dc.type | article | en_GB |
dc.rights.holder | The 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.reviewed | peer-reviewed | en_GB |
dc.publication.title | European Research Studies Journal | en_GB |
Appears in Collections: | European Research Studies Journal, Volume 6, Issue 3-4 |
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File | Description | Size | Format | |
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Evaluation_of_equity_mutual_funds_performance_using_a _multicriteria_methodology_2003.pdf | 10.39 MB | Adobe PDF | View/Open |
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