Evaluating hedge fund and CTA performance : data envelopment analysis approach /

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.

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Gregoriou, Greg N., 1956-
Other Authors: Zhu, Joe, 1968-
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : J. Wiley, 2005
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Local Note:ProQuest Ebook Central