Evaluating hedge fund and CTA performance: data envelopment analysis approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
J. Wiley
©2005
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (pages 155-158) and index 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 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 |
| Beschreibung: | 1 Online-Ressource (viii, 167 pages) |
| ISBN: | 0471730041 9780471730040 9780471681854 0471681857 |
Internformat
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| 500 | |a 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 | ||
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Datensatz im Suchindex
| _version_ | 1804175281843339264 |
|---|---|
| any_adam_object | |
| author | Gregoriou, Greg N. |
| author_facet | Gregoriou, Greg N. |
| author_role | aut |
| author_sort | Gregoriou, Greg N. |
| author_variant | g n g gn gng |
| building | Verbundindex |
| bvnumber | BV042960788 |
| collection | ZDB-4-EBA ZDB-4-EBU |
| ctrlnum | (OCoLC)70070233 (DE-599)BVBBV042960788 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042960788 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:48Z |
| institution | BVB |
| isbn | 0471730041 9780471730040 9780471681854 0471681857 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028386656 |
| oclc_num | 70070233 |
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| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (viii, 167 pages) |
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| publishDate | 2005 |
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| publisher | J. Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Gregoriou, Greg N. Verfasser aut Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou, Joe Zhu Hoboken, N.J. J. Wiley ©2005 1 Online-Ressource (viii, 167 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references (pages 155-158) and index 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 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Hedge funds Evaluation Data envelopment analysis Data Envelopment Analysis (DE-588)4573838-5 gnd rswk-swf Hedge Fund (DE-588)4444016-9 gnd rswk-swf Performance Kapitalanlage (DE-588)4219415-5 gnd rswk-swf Investmentfonds (DE-588)4114047-3 gnd rswk-swf Hedge Fund (DE-588)4444016-9 s Performance Kapitalanlage (DE-588)4219415-5 s Data Envelopment Analysis (DE-588)4573838-5 s 1\p DE-604 Investmentfonds (DE-588)4114047-3 s 2\p DE-604 Zhu, Joe Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=131928 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Gregoriou, Greg N. Evaluating hedge fund and CTA performance data envelopment analysis approach BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Hedge funds Evaluation Data envelopment analysis Data Envelopment Analysis (DE-588)4573838-5 gnd Hedge Fund (DE-588)4444016-9 gnd Performance Kapitalanlage (DE-588)4219415-5 gnd Investmentfonds (DE-588)4114047-3 gnd |
| subject_GND | (DE-588)4573838-5 (DE-588)4444016-9 (DE-588)4219415-5 (DE-588)4114047-3 |
| title | Evaluating hedge fund and CTA performance data envelopment analysis approach |
| title_auth | Evaluating hedge fund and CTA performance data envelopment analysis approach |
| title_exact_search | Evaluating hedge fund and CTA performance data envelopment analysis approach |
| title_full | Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou, Joe Zhu |
| title_fullStr | Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou, Joe Zhu |
| title_full_unstemmed | Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou, Joe Zhu |
| title_short | Evaluating hedge fund and CTA performance |
| title_sort | evaluating hedge fund and cta performance data envelopment analysis approach |
| title_sub | data envelopment analysis approach |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Hedge funds Evaluation Data envelopment analysis Data Envelopment Analysis (DE-588)4573838-5 gnd Hedge Fund (DE-588)4444016-9 gnd Performance Kapitalanlage (DE-588)4219415-5 gnd Investmentfonds (DE-588)4114047-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Wirtschaft Hedge funds Evaluation Data envelopment analysis Data Envelopment Analysis Hedge Fund Performance Kapitalanlage Investmentfonds |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=131928 |
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