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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| 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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Table of 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.