Evaluating hedge fund and CTA performance data envelopment analysis approach /

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Bibliografiske detaljer
Hovedforfatter: Gregoriou, Greg N., 1956-
Institution som forfatter: ebrary, Inc
Andre forfattere: Zhu, Joe, 1968-
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Hoboken, N.J. : J. Wiley, c2005.
Serier:Wiley finance series.
Fag:
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Indholdsfortegnelse:
  • 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.