Isbn: 9780471681854 - evaluating hedge fund and cta performance: data envelopment analysis approach (6 risultati)

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Condizione: New. pp. viii + 167.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: New. pp. viii + 167 Illus.

Hardback. [Author], [Publisher]. NB: This is a secondhand book in very good condition. See our FAQs for more information. Please note that the jacket image is indicative only. A description of our secondhand books is not always available. Please contact us if you have a question about this title. Author: Greg N. Gregoriou Format: Hardback Number of Pages: 168 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. Hardback. …

Condizione: New. pp. viii + 167.