Evaluating hedge fund and CTA performance [electronic resource] : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.

By: Contributor(s): Series: Wiley finance seriesPublication details: Hoboken, N.J. : J. Wiley, c2005.Description: viii, 167 p. : ill. ; 24 cmSubject(s): Genre/Form: DDC classification:
  • 332.64/5 22
LOC classification:
  • HG4530 .G73 2005eb
Online resources:
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.
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Holdings: http://site.ebrary.com/lib/strathmore/Doc?id=10114182

Includes bibliographical references (p. 155-158) and index.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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