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Evaluating hedge fund and CTA performance : data envelopment analysis approach
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Evaluating hedge fund and CTA performance : data envelopment analysis approach

Greg N. Gregoriou

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Contents

Fund selection and data envelopment analysis
Dea models
Classification methods
Benchmarking models
Data, inputs and outputs
Application of basic dea models
Application of returns-to-scale
Application of context-dependent dea
Application of fixed-and variable-benchmark models
Closing remarks.

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Evaluating hedge fund and CTA performance : data envelopment analysis approach by Greg N. Gregoriou. ISBN 9780471681854. Published by Wiley in 2005. Publication and catalogue information, links to buy online and reader comments.

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