Evaluating Hedge Fund and CTA Performance

Name: Evaluating Hedge Fund and CTA Performance
Brand: John Wiley & Sons Inc
SKU: 9780471681854
Price: 93.33 EUR
Availability: InStock

Data Envelopment Analysis Approach

Autor: Greg N. Gregoriou, Joe Zhu

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: 50 % šanca

Prehľadáme celý svet

93.33 €

Introducing Data Envelopment Analysis (DEA) ---- a quantitative approach to assess the performance o...

Informácie o knihe

Autor

Greg N. Gregoriou, Joe Zhu

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2005

Stránok

168

EAN

9780471681854

ISBN

0471681857

Enbook ID

04892977

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

436

Rozmery

152 x 232 x 19

Kompletný popis

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!

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Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach

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