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

Bibliographic Details
Main Author: Gregoriou, Greg N., 1956-
Other Authors: Zhu, Joe, 1968-
Format: Book
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, Inc., [2005]
Series:Wiley finance series.
Subjects:
Hedge funds > Evaluation.
Data envelopment analysis.
Online Access:Table of contents
Description
Physical Description:viii, 167 pages : illustrations ; 24 cm. + 1 CD-ROM (4 3/4 in.).
Format:System requirements: 120 Mhz processor or faster, 64 MB RAM (recommend), CD-ROM drive.
Bibliography:Includes bibliographical references (pages 155-158) and index.
ISBN:0471681857 (cloth/cd-rom)