Evaluating hedge fund and CTA performance [electronic resource] : 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. : illSubject(s): Genre/Form: DDC classification:- 332.64/5 22
- HG4530 .G73 2005
Item type | Current library | Call number | Status | Date due | Barcode | |
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Ebook | TUS: Midlands, Main Library Athlone Online | eBook (Browse shelf(Opens below)) | Available |
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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.