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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Bibliographic Details
Main Author: Gregoriou,Greg N.
Format: Book
Language:Undetermined
Published: Hoboken, N.J John wiley & Sons 2005
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ