Evaluating hedge fund and CTA performance :
by Gregoriou, Greg N.,
Series: Wiley finance series Published by : J. Wiley, (Hoboken, N.J. :) Physical details: viii, 167 p. : ill. ; 24 cm. + ISBN:0471681857 (cloth/cd-rom). Year: 2005| Item type | Current location | Call number | Status | Date due | Barcode |
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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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