• Evaluating hedge fund and CTA performance : : data envelopment analysis approach /
  • [NT 42944] Record Type: [NT 1579] Language materials, printed : [NT 40817] monographic
    [NT 47348] Title Information: data envelopment analysis approach /
    [NT 47261] Author: GregoriouGreg N.,, 1956-
    [NT 47353] Alternative Intellectual Responsibility: ZhuJoe,, 1968-
    [NT 47351] Place of Publication: Hoboken, N.J. :
    [NT 47263] Published: J. Wiley,;
    [NT 47352] Year of Publication: c2005.
    [NT 47264] Description: viii, 167 p. :ill. ; : 24 cm.; 1 CD-ROM (4 3/4 in.)+
    [NT 47298] Series: Wiley finance series
    [NT 47266] Subject: Data envelopment analysis.; -
    [NT 47266] Subject: Hedge funds; - Evaluation. -
    [NT 50961] ISBN: 0471681857
    [NT 60779] Content Note: 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.
[NT 42818] Items
  • 1 [NT 46296] records • [NT 5501] Pages 1 •
  • 1 [NT 46296] records • [NT 5501] Pages 1 •
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