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Item Details
| Title:
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EVALUATING HEDGE FUND AND CTA PERFORMANCE
DATA ENVELOPMENT ANALYSIS APPROACH |
| By: |
Greg N. Gregoriou, Joe Zhu |
| Format: |
Hardback |
| List price:
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£70.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0471681857 |
| ISBN 13: |
9780471681854 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
27 May, 2005 |
| Series: |
Wiley Finance Series |
| Pages: |
168 |
| Description: |
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. |
| Synopsis: |
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! |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
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