Evaluating hedge fund and CTA performance data envelopment analysis approach /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
J. Wiley,
c2005.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 035 | |a (CaPaEBR)ebr10114182 | ||
| 035 | |a (OCoLC)70070233 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG4530 |b .G73 2005eb |
| 082 | 0 | 4 | |a 332.64/5 |2 22 |
| 100 | 1 | |a Gregoriou, Greg N., |d 1956- | |
| 245 | 1 | 0 | |a Evaluating hedge fund and CTA performance |h [electronic resource] : |b data envelopment analysis approach / |c Greg N. Gregoriou, Joe Zhu. |
| 260 | |a Hoboken, N.J. : |b J. Wiley, |c c2005. | ||
| 300 | |a viii, 167 p. : |b ill. | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references (p. 155-158) and index. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Hedge funds |x Evaluation. | |
| 650 | 0 | |a Data envelopment analysis. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Zhu, Joe, |d 1968- | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10114182 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 72000 |d 72000 | ||