Evaluating hedge fund and CTA performance [electronic resource] : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
By: Gregoriou, Greg N.
Contributor(s): Zhu, Joe | ebrary, Inc.
Material type:![materialTypeLabel](/opac-tmpl/lib/famfamfam/BK.png)
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.
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