Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Greg N. Gregoriou, Joe Zhu

Edité par John Wiley and Sons Ltd, 2005
ISBN 10: 0471681857 / ISBN 13: 9780471681854
Neuf(s) / CD-ROM / Quantité : 0
Vendeur The Book Depository US (London, Royaume-Uni)
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Language: English . Brand New. 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!. N° de réf. du libraire AAH9780471681854

Détails bibliographiques

Titre : Evaluating Hedge Fund and CTA Performance: ...
Éditeur : John Wiley and Sons Ltd
Date d'édition : 2005
Reliure : CD-ROM
Etat du livre : New
Edition : 1. Auflage.

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1.

Greg N. Gregoriou, Joe Zhu
Edité par John Wiley and Sons Ltd, United States (2005)
ISBN 10 : 0471681857 ISBN 13 : 9780471681854
Neuf(s) Edition originale Quantité : 10
Vendeur
The Book Depository US
(London, Royaume-Uni)
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Description du livre John Wiley and Sons Ltd, United States, 2005. CD-ROM. État : New. 1. Auflage. 231 x 157 mm. Language: English . Brand New. 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!. N° de réf. du libraire BZV9780471681854

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2.

Greg N. Gregoriou, Joe Zhu
Edité par John Wiley and Sons Ltd, United States (2005)
ISBN 10 : 0471681857 ISBN 13 : 9780471681854
Neuf(s) Edition originale Quantité : 1
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur
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Description du livre John Wiley and Sons Ltd, United States, 2005. CD-ROM. État : New. 1. Auflage. 231 x 157 mm. Language: English . Brand New. 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!. N° de réf. du libraire AAH9780471681854

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Joe Zhu
ISBN 10 : 0471681857 ISBN 13 : 9780471681854
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Description du livre 2005. Hardcover. État : New. 1st. 161mm x 20mm x 236mm. Hardcover. 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 .Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 167 pages. 0.472. N° de réf. du libraire 9780471681854

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Joe Zhu
ISBN 10 : 0471681857 ISBN 13 : 9780471681854
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Description du livre 2005. Hardcover. État : New. 1st. 161mm x 20mm x 236mm. Hardcover. Introducing Data Envelopment Analysis (DEA) ? a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. St.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 167 pages. 0.472. N° de réf. du libraire 9780471681854

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