Evaluating hedge fund and CTA performance data envelopment analysis approach - Gregoriou, Greg N., 1956-; Zhu, Joe, 1968-; ProQuest (Firm) (Hoboken, N.J. : J. Wiley, 2005)
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.
Includes bibliographical references (p. 155-158) and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Hedge funds -- Evaluation; Data envelopment analysis; Electronic books