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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.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gregoriou, Greg N., 1956-
Other Authors: Zhu, Joe, 1968-
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : J. Wiley, ©2005.
Subjects:
Online Access:Texto completo
Table of Contents:
  • 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.