Rongo Univesity Library catalog › Details for: Evaluating hedge fund and CTA performance

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Evaluating hedge fund and CTA performance

by Gregoriou, Greg N.,

Additional authors: Zhu, Joe, -- 1968- | ebrary, Inc.

Series: Wiley finance series Published by : J. Wiley, (Hoboken, N.J. :) Physical details: viii, 167 p. : ill.

Subject(s): Hedge funds -- Evaluation. | Data envelopment analysis. | Electronic books.

Year: 2005

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10114182
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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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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