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.
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.