Catalogo · 9780470323809
Evaluating hedge fund and CTA performance
ISBN 9780470323809
"Evaluating Hedge Fund and CTA Performance explains the theory and principles of DEA. It goes beyond explanations to real-life applications of returns to scale, context dependent DEA, and fixed and variable benchmark models. Tables give DEA evaluations of twenty live hedge funds in each of seven different categories. Similar assessments are demonstrated for five live CTAs in six different categories."--Jacket.
Lettori
Communitas attorno al libro
Letture affini
Hedge funds
Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou, Fabrice Douglas Rouah
Nonlinear financial econometrics
Greg N. Gregoriou
International Corporate Governance after Sarbanes-Oxley
Paul Ali, Greg N. Gregoriou
Handbook of Asian Finance
Greg N. Gregoriou, David Lee Kuo Cheun
Emerging Markets
Greg N Gregoriou
Commodity trading advisors
Greg N. Gregoriou
Stock Market Volatility
Greg N Gregoriou
Operational Risk Toward Basel III
Greg N. Gregoriou
Insider Trading
Paul U. Ali, Greg N. Gregoriou
Handbook of Frontier Markets
Panagiotis Andrikopoulos, Greg N. Gregoriou, Vasileios Kallinterakis
Banking Crisis Handbook
Greg N. Gregoriou
Verba volant · scripta manent