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Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach

Language EnglishEnglish
Book Hardback
Book Evaluating Hedge Fund and CTA Performance Greg N. Gregoriou
Libristo code: 04892977
Publishers John Wiley & Sons Inc, April 2005
Introducing Data Envelopment Analysis (DEA) ---- a quantitative approach to assess the performance o... Full description
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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 presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings." ---- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research Order your copy today!

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About the book

Full name Evaluating Hedge Fund and CTA Performance
Language English
Binding Book - Hardback
Date of issue 2005
Number of pages 168
EAN 9780471681854
ISBN 0471681857
Libristo code 04892977
Weight 436
Dimensions 152 x 232 x 19
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