Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
نویسندگان
چکیده
منابع مشابه
Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
Mutual fund investors are concerned with the selection of the best fund in terms of performance among the set of alternative funds. This paper proposes an innovative mutual funds performance evaluation measure in the context of multicriteria decision making. We implement a multicriteria methodology using stochastic multicriteria acceptability analysis, on Greek domestic equity funds for the per...
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This paper proposes an alternative mutual funds performance evaluation measure in the context of multicriteria decision making. Fund performance evaluation has been the topic of numerous studies for the last four decades with controversial results. We implement an original methodology on Greek domestic equity funds for the period 2000–2009. Employing a unique dataset of risk adjusted returns su...
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2012
ISSN: 0096-3003
DOI: 10.1016/j.amc.2011.11.066