Read Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Unknown Author

4.9/5 (14487 ratings)

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 ResearchOrder your copy today!We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach. To get started finding Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: —

Format: PDF, EPUB & Kindle Edition

Publisher: —

Release: —

ISBN: 0471730041

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 ResearchOrder your copy today!We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach. To get started finding Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Special Offer | $0.00

Special Offer! | $0.00

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

More Books