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Evaluating hedge fund and CTA performance [electronic resource] : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.

By: Gregoriou, Greg N, 1956-.
Contributor(s): Zhu, Joe, 1968- | ebrary, Inc.
Series: Wiley finance series: Publisher: Hoboken, N.J. : J. Wiley, c2005Description: viii, 167 p. : ill. ; 24 cm.Subject(s): Hedge funds -- Evaluation | Data envelopment analysisGenre/Form: Electronic books. DDC classification: 332.64/5 Online resources: An electronic book accessible through the World Wide Web; click to view
Contents:
Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks.
Item type Current location Call number Status Date due Barcode
332.64/5 (Browse shelf) Available

Includes bibliographical references (p. 155-158) and index.

Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks.

TSLHHL

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.