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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| Format: | Buch |
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Hoboken, N.J
John wiley & Sons
2005
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| Zusammenfassung: | 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 traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings." |
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