Evaluating hedge fund and CTA performance data envelopment analysis approach /
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| Auteur principal: | |
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| Collectivité auteur: | |
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| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Hoboken, N.J. :
J. Wiley,
c2005.
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| Collection: | Wiley finance series.
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| Sujets: | |
| Accès en ligne: | An electronic book accessible through the World Wide Web; click to view |
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Table des matières:
- 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.