Evaluating hedge fund and CTA performance data envelopment analysis approach /

Bibliographic Details
Main Author: Gregoriou, Greg N., 1956-
Corporate Author: ProQuest (Firm)
Other Authors: Zhu, Joe, 1968-
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : J. Wiley, c2005.
Series:Wiley finance series.
Subjects:
Online Access:Click to View
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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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Hedge funds  |x Evaluation. 
650 0 |a Data envelopment analysis. 
655 4 |a Electronic books. 
700 1 |a Zhu, Joe,  |d 1968- 
710 2 |a ProQuest (Firm) 
830 0 |a Wiley finance series. 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=228494  |z Click to View