Research Catalog
Evaluating hedge fund and CTA performance : data envelopment analysis approach
- Title
- Evaluating hedge fund and CTA performance : data envelopment analysis approach / Greg N. Gregoriou, Joe Zhu.
- Author
- Gregoriou, Greg N., 1956-
- Publication
- Hoboken, N.J. : John Wiley & Sons, Inc., [2005], ©2005.
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2 Items
| Status | Vol/Date | Format | Access | Call Number | Item Location |
|---|---|---|---|---|---|
| book & CD-ROM | Text | Request in advance | HG4530 .G73 2005 book & CD-ROM | Off-site | |
Not available - Please for assistance. | Text | Use in library | Off-site |
Holdings
Details
- Additional Authors
- Zhu, Joe, 1968-
- Description
- viii, 167 pages : illustrations; 24 cm +
- Summary
- "Evaluating Hedge Fund and CTA Performance explains the theory and principles of DEA. It goes beyond explanations to real-life applications of returns to scale, context dependent DEA, and fixed and variable benchmark models. Tables give DEA evaluations of twenty live hedge funds in each of seven different categories. Similar assessments are demonstrated for five live CTAs in six different categories."--BOOK JACKET.
- Series Statement
- Wiley finance series
- Uniform Title
- Wiley finance series.
- Subject
- Bibliography (note)
- Includes bibliographical references (p. 155-158) and index.
- System Details (note)
- System requirements: 120 Mhz processor or faster, 64 MB RAM (recommend), CD-ROM drive.
- Contents
- Ch. 1. Fund selection and data envelopment analysis -- Ch. 2. DEA models -- Ch. 3. Classification methods -- Ch. 4. Benchmarking models -- Ch. 5. Data, inputs, and outputs -- Ch. 6. Application of basic DEA models -- Ch. 7. Application of returns-to-scale -- Ch. 8. Application of context-dependent DEA -- Ch. 9. Application of fixed- and variable-benchmark models -- Ch. 10. Closing remarks.
- ISBN
- 0471681857 (cloth/cd-rom)
- LCCN
- 2004028303
- 9780471681854
- OCLC
- ocm57201954
- SCSB-5180226
- Owning Institutions
- Columbia University Libraries