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Gregoriou, Greg N.

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Gregoriou, Greg N. - Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach, ebook

79,20€

Ebook, PDF with Adobe DRM
ISBN: 9780471730040
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Printing50 pages with an additional page accrued every 15 hours, capped at 50 pages
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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!

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2005
Language
en
Edition
1
Series
Wiley Finance
Page amount
167 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780471730040
Printed ISBN
9780471681854

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