Книга Evaluating Hedge Fund and CTA Performance Greg N. Gregoriou

Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach

Автор: Greg N. Gregoriou, Joe Zhu
Език: Английски език
Корици: С твърди корици
Издател: John Wiley & Sons Inc
Наличност: 50% вероятност
Ще претърсим света
98.13 191.92 лв
Introducing Data Envelopment Analysis (DEA) ---- a quantitative approach to assess the performance o...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
2005
страници
168
EAN
9780471681854
ISBN
0471681857
Enbook ID
04892977
Издател
Теглоt
436
Размери
152 x 232 x 19

Пълно описание

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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