Carte Evaluating Hedge Fund and CTA Performance Greg N. Gregoriou

Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach

Limbă: engleză
Legare: Copertă tare
Disponibilitate: șansă 50%
Şanse de a obține acest titlu
489.53 lei
Introducing Data Envelopment Analysis (DEA) ---- a quantitative approach to assess the performance o...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2005
Pagini
168
EAN
9780471681854
ISBN
0471681857
Enbook ID
04892977
Greutate
436
Dimensiuni
152 x 232 x 19

Descriere completă

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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