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Основной контент книги Evaluating Hedge Fund and CTA Performance. Data Envelopment Analysis Approach
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Volume 178 pages

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Evaluating Hedge Fund and CTA Performance. Data Envelopment Analysis Approach

authors
joe zhu,
Greg Gregoriou N.
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$89.95

About the book

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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Age restriction:
0+
Release date on Litres:
20 February 2018
Volume:
178 p.
ISBN:
9780471730040
Total size:
6.2 МБ
Total number of pages:
178
Copyright holder:
John Wiley & Sons Limited
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