Téléchargez le livre : Evaluating Hedge Fund and CTA Performance

Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach de

,

Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2005-05-06

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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.
"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!
Pages
167 pages
Collection
Wiley Finance
Parution
2005-05-06
Marque
Wiley
EAN papier
9780471681854
EAN PDF
9780471730040
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
167
Taille du fichier
6318 Ko
Prix
81,13 €

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