Gregoriou, Greg N.
Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach
"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
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Nyckelord: BUSINESS & ECONOMICS / Finance BUS027000
- Författare
- Gregoriou, Greg N.
- Zhu, Joe
- Utgivare
- John Wiley and Sons, Inc.
- Utgivningsår
- 2005
- Språk
- en
- Utgåva
- 1
- Serie
- Wiley Finance
- Sidantal
- 167 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9780471730040
- Tryckt ISBN
- 9780471681854