Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
Material type:
TextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : J. Wiley, c2005.Description: viii, 167 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)ISBN: - 0471681857
- 9780471681854
- 332.645 22 GRE 2005
| Item type | Current library | Call number | Status | Date due | Barcode | |
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Eastern University Library General Stacks | 332.645 GRE 2005 (Browse shelf(Opens below)) | Not For Loan | 08405 | ||
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Eastern University Library General Stacks | 332.645 GRE 2005 (Browse shelf(Opens below)) | Available | 08406 |
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.
System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
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