libcats.org
Главная

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Обложка книги Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach

,
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!

Популярные книги за неделю:

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Древо жизни

Автор:
Категория: Путь к себе
Размер книги: 1.70 Mb

Здоровье надо созидать

Автор:
Категория: Здоровье
Размер книги: 363 Kb
Только что пользователи скачали эти книги:

The Swarm

Автор:

Compact Lie Groups (Graduate Texts in Mathematics)

Автор:
Категория: Математика
Размер книги: 2.49 Mb

Чудесные добавки

Автор:
Категория: B_Biology
Размер книги: 2.20 Mb