||4 of 4 people found the following review helpful.| Very basic book|By grouchy|The book applies an operations management method - data envelopment analysis - to evaluate the performance of hedge funds and CTAs. DEA is a multi-variate non-parametric linear optimization method that quantifies the relationship between multiple inputs and outputs. The method has been widely used in operations management, but in finance, investmen|From the Inside Flap|Many pension funds, endowment funds, institutional investors, and individuals include hedge funds, funds of hedge funds (FOFs), and commodity trading advisors (CTAs) in their portfolios for diversification and downside protection. However,
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 presen...
[PDF.gu59] Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach (Wiley Finance) Rating: 4.71 (704 Votes)
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You can specify the type of files you want, for your device.Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach (Wiley Finance) | Greg N. Gregoriou, Joe Zhu. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.
