Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
By: Gregoriou, Greg N
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Contributor(s): Zhu, Joe.
Material type: 
BookSeries: Wiley finance series. Publisher: Hoboken, N.J. : J. Wiley, c2005Description: viii, 167 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.).ISBN: 0471681857 ; 9780471681854.Subject(s): Hedge funds -- Evaluation | Data envelopment analysisDDC classification: 332.645 Online resources: Table of contents only | Contributor biographical information | Publisher description | Item type | Current location | Call number | Status | Date due | Barcode |
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Eastern University Library General Stacks | 332.645 GRE 2005 (Browse shelf) | Not For Loan | 08405 | |
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Eastern University Library General Stacks | 332.645 GRE 2005 (Browse shelf) | Available | 08406 |
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.
System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
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