Simple and cross efficiency of CTAs using data envelopment analysis
| Year of publication: |
2005
|
|---|---|
| Authors: | Gregoriou, Greg N. ; Rouah, Fabrice ; Satchell, Stephen ; Diz, Fernando |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 5, p. 393-409
|
| Subject: | Warenbörse | Commodity exchange | Anlageberatung | Financial advisors | Data-Envelopment-Analyse | Data envelopment analysis |
-
Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein, (2009)
-
The financial contribution of customer-oriented marketing capability
Angulo-Ruiz, Fernando, (2014)
-
Bogetoft Pedersen, Peter, (2012)
- More ...
-
Advances in Portfolio Construction and Implementation.
Satchell, Stephen, (2003)
-
Tanaka, Katsuto, (1987)
-
The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen, (2005)
- More ...