Evaluating hedge fund and CTA performance : data envelopment analysis approach
Greg N. Gregoriou ; Joe Zhu
| Year of publication: |
2005
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|---|---|
| Authors: | Gregoriou, Greg N. ; Zhu, Joe |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Hedge Fund | Evaluation | Data Envelopment Analysis |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | VIII, 167 S. : graph. Darst. 1 CD-ROM (12 cm) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes index Enth. u.a.: Chapter 1: Fund Selection and Data Envelopment Analysis. Chapter2: DEA Models. Chapter 3: Classification Methods. Chapter 4: Benchmarking Models. Chapter 5: Data, Inputs, and Outputs. Chapter 6: Application of Basic DEA Models. Chapter 7: Application of Returns-to-Scale. Chapter 8: Application of Context-Dependent DEA. Chapter 9: Application of Fixed- and Variavle-Benchmark Models. Chapter 10: Closing Remarks |
| ISBN: | 0-471-68185-7 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004826664