Gregoriou, Greg N., 1956-
Evaluating hedge fund and CTA performance data envelopment analysis approach / [electronic resource] : Greg N. Gregoriou, Joe Zhu. - Hoboken, N.J. : J. Wiley, c2005. - viii, 167 p. : ill. ; 24 cm. - Wiley finance series . - Wiley finance series. .
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.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Hedge funds--Evaluation.
Data envelopment analysis.
Electronic books.
HG4530 / .G73 2005eb
332.64/5
Evaluating hedge fund and CTA performance data envelopment analysis approach / [electronic resource] : Greg N. Gregoriou, Joe Zhu. - Hoboken, N.J. : J. Wiley, c2005. - viii, 167 p. : ill. ; 24 cm. - Wiley finance series . - Wiley finance series. .
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.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Hedge funds--Evaluation.
Data envelopment analysis.
Electronic books.
HG4530 / .G73 2005eb
332.64/5