Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

by Joe Zhu and Greg N. Gregoriou

Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471681857
• ISBN13: 9780471681854
• Release Date: April 2005
• Publisher: Wiley
• Length: 167 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.8" x 6.3" x 9.3"