105
Voted
AUTOMATICA
2010
14 years 11 months ago
2010
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...
110
Voted
EOR
2006
15 years 1 months ago
2006
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...
96
Voted
ICTAI
2007
IEEE
15 years 7 months ago
2007
IEEE
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...