LEADER 02766nam  22006134a 450 
001 9910457731303321
005 20200520144314.0
010   $a1-280-27681-9
010   $a9786610276813
010   $a0-471-73004-1
035   $a(CKB)1000000000355404
035   $a(EBL)228494
035   $a(OCoLC)70070233
035   $a(SSID)ssj0000150736
035   $a(PQKBManifestationID)11910588
035   $a(PQKBTitleCode)TC0000150736
035   $a(PQKBWorkID)10280527
035   $a(PQKB)10924192
035   $a(MiAaPQ)EBC228494
035   $a(Au-PeEL)EBL228494
035   $a(CaPaEBR)ebr10114182
035   $a(CaONFJC)MIL27681
035   $a(EXLCZ)991000000000355404
100   $a20041129d2005      uy             0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aEvaluating hedge fund and CTA performance$b[electronic resource] $edata envelopment analysis approach /$fGreg N. Gregoriou, Joe Zhu
210   $aHoboken, N.J. $cJ.  Wiley$dc2005
215   $a1 online resource (178 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311   $a0-471-68185-7 
320   $aIncludes bibliographical references (p. 155-158) and index.
327   $aFund 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.
330   $aIntroducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. ""This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio
410  0$aWiley finance series.
606   $aHedge funds$xEvaluation
606   $aData envelopment analysis
608   $aElectronic books.
615  0$aHedge funds$xEvaluation.
615  0$aData envelopment analysis.
676   $a332.64/5
700   $aGregoriou$b Greg N.$f1956-$0887648
701   $aZhu$b Joe$f1968-$0621873
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910457731303321
996   $aEvaluating hedge fund and CTA performance$92284985
997   $aUNINA