Evaluating hedge fund and CTA performance : Data envelopment analysis approach

Introducing Data Envelopment Analysis (DEA) -- a_quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors._ Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the tradit...

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Auteur principal: Gregoriou,Greg N.
Format: Livre
Langue:Undetermined
Publié: Hoboken, N.J John wiley & Sons 2005
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ