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Evaluating hedge fund and CTA perfor...

Gregoriou, Greg N., (1956-)

Evaluating hedge fund and CTA performance :data envelopment analysis approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Evaluating hedge fund and CTA performance :Greg N. Gregoriou, Joe Zhu.
其他題名:	data envelopment analysis approach /
作者:	Gregoriou, Greg N.,
其他作者:	Zhu, Joe,
出版者:	Hoboken, N.J. :J. Wiley,c2005.
面頁冊數:	viii, 167 p. :ill. ;24 cm. +1 CD-ROM (4 3/4 in.)
叢書名:	Wiley finance series
標題:	Data envelopment analysis.
電子資源:	http://www.loc.gov/catdir/toc/ecip054/2004028303.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html
ISBN:	9780471681854

Evaluating hedge fund and CTA performance :data envelopment analysis approach /
Gregoriou, Greg N.,1956-

Evaluating hedge fund and CTA performance :data envelopment analysis approach /Greg N. Gregoriou, Joe Zhu. - Hoboken, N.J. :J. Wiley,c2005. - viii, 167 p. :ill. ;24 cm. +1 CD-ROM (4 3/4 in.) - Wiley finance series.

Includes bibliographical references (p. 155-158) and index.

Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks.

System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.

ISBN: 9780471681854

LCCN: 2004028303Subjects--Topical Terms:

214877
Data envelopment analysis.

LC Class. No.: HG4530 / .G73 2005

Dewey Class. No.: 332.64/5

Evaluating hedge fund and CTA performance :data envelopment analysis approach /
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245 1 0 $a Evaluating hedge fund and CTA performance : $b data envelopment analysis approach / $c Greg N. Gregoriou, Joe Zhu.
260 $a Hoboken, N.J. : $c c2005. $b J. Wiley,
300 $a viii, 167 p. : $b ill. ; $c 24 cm. + $e 1 CD-ROM (4 3/4 in.)
440 0 $a Wiley finance series
504 $a Includes bibliographical references (p. 155-158) and index.
505 0 $a Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks.
538 $a System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
650 $a Data envelopment analysis. $3 214877
650 $a Hedge funds $x Evaluation. $3 238941
700 $a Zhu, Joe, $d 1968- $3 214876
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/toc/ecip054/2004028303.html $z http://www.loc.gov/catdir/toc/ecip054/2004028303.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html $z http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html $z http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html

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http://www.loc.gov/catdir/toc/ecip054/2004028303.html
http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html
http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html

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