Evaluating hedge fund and CTA performance data envelopment analysis approach /

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Bibliografske podrobnosti
Glavni avtor: Gregoriou, Greg N., 1956-
Korporativna značnica: ebrary, Inc
Drugi avtorji: Zhu, Joe, 1968-
Format: Elektronski eKnjiga
Jezik:angleščina
Izdano: Hoboken, N.J. : J. Wiley, c2005.
Serija:Wiley finance series.
Teme:
Online dostop:An electronic book accessible through the World Wide Web; click to view
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Kazalo:
  • 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.