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Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach + CD-ROM
Evaluating Hedge Fund and CTA Performance Data Envelopment Analysis Approach CDROM
Author: Greg N. Gregoriou, Joe Zhu
Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors.  Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables f...  more »

-- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research Order your copy today!
ISBN-13: 9780471681854
ISBN-10: 0471681857
Publication Date: 4/27/2005
Pages: 167
Edition: Har/Cdr
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Publisher: Wiley
Book Type: Hardcover
Members Wishing: 0
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