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 with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is...

• 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"