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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 commodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
J. Wiley,
©2005.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. |
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| Descripción Física: | 1 online resource (viii, 167 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 155-158) and index. |
| ISBN: | 0471730041 9780471730040 |