Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach (Wiley Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach (Wiley Finance) Book

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!Read More

from£N/A | RRP: £60.00
* Excludes Voucher Code Discount Also available Used from £N/A
  • 0471681857
  • 9780471681854
  • Greg N. Gregoriou, Joe Zhu
  • 27 May 2005
  • John Wiley & Sons
  • Hardcover (Book)
  • 167
  • Har/Cdr
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