Evaluating hedge fund and CTA performance : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu.
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| Superior document: | Wiley finance series |
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| TeilnehmendeR: | |
| Year of Publication: | 2005 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | viii, 167 p. :; ill. |
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| 100 | 1 | |a Gregoriou, Greg N., |d 1956- | |
| 245 | 1 | 0 | |a Evaluating hedge fund and CTA performance |h [electronic resource] : |b data envelopment analysis approach / |c Greg N. Gregoriou, Joe Zhu. |
| 260 | |a Hoboken, N.J. : |b J. Wiley, |c c2005. | ||
| 300 | |a viii, 167 p. : |b ill. | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references (p. 155-158) and index. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Hedge funds |x Evaluation. | |
| 650 | 0 | |a Data envelopment analysis. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Zhu, Joe, |d 1968- | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=228494 |z Click to View |