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AUTOMATICA
2010
87views more  AUTOMATICA 2010»
13 years 9 months ago
Mutual fund competition in the presence of dynamic flows
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel [17]. We characterize the set of equilibria for this portfoli...
Michèle Breton, Julien Hugonnier, Tarek Mas...
EOR
2006
65views more  EOR 2006»
13 years 11 months ago
Self-organizing maps could improve the classification of Spanish mutual funds
In this paper, we apply nonlinear techniques (Self-Organizing Maps, k-nearest neighbors and the k-means algorithm) to evaluate the official Spanish mutual funds classification. Th...
David Moreno, Paulina Marco, Ignacio Olmeda
ICTAI
2007
IEEE
14 years 5 months ago
A Tool for Portfolio Generation Using an Argumentation Based Decision Making Framework
In this paper, a tool that uses an argumentation based decision making framework is proposed for the construction of mutual fund portfolios. The argumentation framework is employe...
Nikolaos I. Spanoudakis, Konstantina Pendaraki