Evaluating Hedge Fund and CTA Performance is popular PDF and ePub book, written by Greg N. Gregoriou in 2005-05-06, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Evaluating Hedge Fund and CTA Performance can be Read Online from any device for your convenience.

Evaluating Hedge Fund and CTA Performance Book PDF Summary

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!

Detail Book of Evaluating Hedge Fund and CTA Performance PDF

Evaluating Hedge Fund and CTA Performance
  • Author : Greg N. Gregoriou
  • Release : 06 May 2005
  • Publisher : John Wiley & Sons
  • ISBN : 9780471730040
  • Genre : Business & Economics
  • Total Page : 178 pages
  • Language : English
  • PDF File Size : 7,6 Mb

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