Evaluating Hedge Fund and CTA Performance - Data Envelopment Analysis Approach (Hardcover)

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 for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings.""
-- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research

Order your copy today!

General

Imprint:	John Wiley & Sons
Country of origin:	United States
Series:	Wiley Finance
Release date:	May 2005
First published:	April 2005
Authors:	Greg N. Gregoriou • Joe Zhu
Dimensions:	232 x 152 x 19mm (L x W x T)
Format:	Hardcover
Pages:	168
ISBN-13:	978-0-471-68185-4
Categories:	Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General
LSN:	0-471-68185-7
Barcode:	9780471681854

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!