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!
- ISBN13 9780471730040
- Publish Date 6 May 2005 (first published 1 January 2005)
- Publish Status Active
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format eBook
- Pages 167
- Language English
- URL http://wiley.com/remtitle.cgi?isbn=0471730041