Evaluating hedge fund and CTA performance: data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
Gregoriou, Greg N., 1956-; Zhu, Joe, 1968-
2005
HG4530 .G73 2005
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Title Evaluating hedge fund and CTA performance: data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
Author Gregoriou, Greg N., 1956-
ISBN 0471681857 (cloth/cd-rom)
Imprint Hoboken, N.J. : J. Wiley, c2005.
Language English
Description viii, 167 p. : ill.
Call Number HG4530 .G73 2005
Dewey Decimal Classification 332.64/5
Bibliography, etc. Note Includes bibliographical references (p. 155-158) and index.
Access Note Access limited to authorized users.
Added Author Zhu, Joe, 1968-
Series Wiley finance series.
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Record Appears in Online Resources > Ebooks
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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.

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