Evaluating Hedge Fund and CTA Performance Data Envelopment Analysis Approach
| Author/creator | Gregoriou, Greg N. Author |
| Other author | Zhu,Joe Author |
| Format | Electronic |
| Publication Info | Wiley [Imprint] Hoboken : John Wiley & Sons, Incorporated |
| Description | 167 p. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Summary | Annotation Introducing Data Envelopment Analysis (DEA) -- aquantitative 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."-- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives ResearchOrder your copy today! |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9780471730040 |
| ISBN | 0471730041 (E-Book) Active Record |
| Standard identifier# | 9780471730040 |
| Stock number | 00028608 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |