Untertitel:: Data Envelopment Analysis Approach
Verlag:: WILEY
Erschienen:: 06.05.2005
Seitenanzahl:: 167
EAN:: 9780471730040
Sprache:: Englisch
Format:: PDF
Schutz:: Adobe-DRM
Downloadzeit:: Maximaler Downloadzeitraum: 24 Monate

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Evaluating Hedge Fund and CTA Performance

Joe Zhu / Greg N. Gregoriou

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!