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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| LEADER | 01334nam a2200217Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_214576 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 082 | |a 332.645 | ||
| 082 | |b G821 | ||
| 100 | |a Gregoriou,Greg N. | ||
| 245 | 0 | |a Evaluating hedge fund and CTA performance : | |
| 245 | 0 | |b Data envelopment analysis approach | |
| 245 | 0 | |c Greg N. Gregoriou , Joe Zhu | |
| 260 | |a Hoboken, N.J | ||
| 260 | |b John wiley & Sons | ||
| 260 | |c 2005 | ||
| 520 | |a 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." | ||
| 650 | |a Hedge funds,Data envelopment analysis,Đầu cơ | ||
| 650 | |x Evaluation,Sự định giá | ||
| 904 | |i Qhieu | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||