Gregoriou, Greg N., 1956-
Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu. - Hoboken, N.J. : J. Wiley, c2005. - viii, 167 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.) - 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.
System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
0471681857 (cloth/cd-rom)
2004028303
Hedge funds--Evaluation.
Data envelopment analysis.
HG4530 / .G73 2005
332.645 / GRE
Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu. - Hoboken, N.J. : J. Wiley, c2005. - viii, 167 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.) - 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.
System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
0471681857 (cloth/cd-rom)
2004028303
Hedge funds--Evaluation.
Data envelopment analysis.
HG4530 / .G73 2005
332.645 / GRE