Evaluating hedge fund and CTA performance : data envelopment analysis approach /
Introducing Data Envelopment Analysis (DEA) -- a℗¡quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors.℗¡ Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu.
| Основен автор: | Gregoriou, Greg N., 1956- |
|---|---|
| Други автори: | Zhu, Joe, 1968- |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hoboken, N.J. :
J. Wiley,
℗♭2005.
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| Серия: |
Wiley finance series.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=131928 |
| Подобни документи: |
Print version::
Evaluating hedge fund and CTA performance. |
Съдържание:
- Fund selection and data envelopment analysis
- Dea models
- Classification methods
- Benchmarking models
- Data, inputs and outputs
- Application of basic dea models
- Application of returns-to-scale
- Application of context-dependent dea
- Application of fixed-and variable-benchmark models
- Closing remarks.