Evaluating hedge fund and CTA performance; data envelopment analysis. (CD-ROM included).0471681857 Evaluating hedge fund and CTA An abbreviation for cum testamento annexo, Latin for "with the will annexed." performance; data envelopment analysis  This article or section may be confusing or unclear for some readers.Please [improve the article] or discuss this issue on the talk page. . (CD-ROM CD-ROM: see compact disc. CD-ROM in full compact disc read-only memory Type of computer storage medium that is read optically (e.g., by a laser). included) Gregoriou, Greg N. and Joe Zhu. John Wiley & Sons 2005 167 pages $89.95 Hardcover Wiley finance series HG4530 Gregoriou (finance, SUNY, Plattsburgh) and Zhu (operations, Worcester Polytechnic Institute Worcester Polytechnic Institute - (WPI) A well-regarded, small engineering college. Address: Worcester, MA, USA. ) explain the theory and principles of Data Envelopment Analysis (DEA DEA - Data Encryption Algorithm ), a quantitative approach to assessing hedge fund performance and commodity trading advisors. Using real- life applications, they describe DEA models, classification and benchmarking models, data, inputs and outputs. Tables give DEA evaluations of 20 live hedge funds in each of seven different categories and of five CTAs in six categories. The accompanying CD- ROM contains DEAFrontier software and examples of DEA models. ([c]20062005 Book News, Inc., Portland, OR) |
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