Evaluating hedge fund and CTA performance data envelopment analysis approach /
Gardado en:
| Autor Principal: | |
|---|---|
| Autor Corporativo: | |
| Outros autores: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Hoboken, N.J. :
J. Wiley,
c2005.
|
| Series: | Wiley finance series.
|
| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
Table of Contents:
- 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.