Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
2005
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Ebrary electronic monographs.
Title
Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
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Imprint
Hoboken, N.J. : J. Wiley, [2005]
Copyright
©2005
Description
viii, 167 pages : illustrations ; 24 cm.
Series
Wiley finance series.
Formatted Contents Note
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.
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.
Bibliography, etc. Note
Includes bibliographical references (pages 155-158) and index.
Linked Resources
Language
English
Reproduction
Electronic reproduction. Palo Alto, Calif. : ebrary, 2006. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
ISBN
0471681857 cloth/cd-rom
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