01334nam a2200217Ia 4500 CTU_214576 210402s9999 xx 000 0 und d 332.645 G821 Gregoriou,Greg N. Evaluating hedge fund and CTA performance : Data envelopment analysis approach Greg N. Gregoriou , Joe Zhu Hoboken, N.J John wiley & Sons 2005 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." Hedge funds,Data envelopment analysis,Đầu cơ Evaluation,Sự định giá Qhieu Trung tâm Học liệu Trường Đại học Cần Thơ