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Evaluating hedge fund and CTA performance

Greg N. Gregoriou, Joe Zhu · 2005

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About the book

"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."--Jacket.

Book details

Year
2005
Language
English
Publisher
Wiley
Editions
2
Pages
167
ISBN
9780471681854

Data source: Wikidata

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