02766nam 22006134a 450 991045773130332120200520144314.01-280-27681-997866102768130-471-73004-1(CKB)1000000000355404(EBL)228494(OCoLC)70070233(SSID)ssj0000150736(PQKBManifestationID)11910588(PQKBTitleCode)TC0000150736(PQKBWorkID)10280527(PQKB)10924192(MiAaPQ)EBC228494(Au-PeEL)EBL228494(CaPaEBR)ebr10114182(CaONFJC)MIL27681(EXLCZ)99100000000035540420041129d2005 uy 0engurcn|||||||||txtccrEvaluating hedge fund and CTA performance[electronic resource] data envelopment analysis approach /Greg N. Gregoriou, Joe ZhuHoboken, N.J. J. Wileyc20051 online resource (178 p.)Wiley finance seriesDescription based upon print version of record.0-471-68185-7 Includes bibliographical references (p. 155-158) and index.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.Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commodity 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 portfolioWiley finance series.Hedge fundsEvaluationData envelopment analysisElectronic books.Hedge fundsEvaluation.Data envelopment analysis.332.64/5Gregoriou Greg N.1956-887648Zhu Joe1968-621873MiAaPQMiAaPQMiAaPQBOOK9910457731303321Evaluating hedge fund and CTA performance2284985UNINA