Martel, Jean-Marc; Khoury, Nabil T.; M’Zali, Bouchra - In: L'Actualité Economique 67 (1991) 3, pp. 306-324
The purpose of this paper is to verify if some risk-return characteristics of mutual funds are clearly related to their size. Assuming a multidimensional setting where various funds characteristics can be explicitly and simultaneously considered. The paper applies PROMETHEE methodology, based on...