Publication

2005-04-27 - Wiley

Language

English

Word Count

41,750 words, Guess

Page Count

167 pages

Identifiers

and 3 more
  • Library of Congress Control Number2004028303
  • Goodreads757558
  • LibraryThing1125118

Classifications

  • LCCHG4530.G73 2005

Description

"Evaluating Hedge Fund and CTA Performance explains the theory and principles of DEA. It goes beyond explanations to real-life applications of returns to scale, context dependent DEA, and fixed and variable benchmark models. Tables give DEA evaluations of twenty live hedge funds in each of seven different categories. Similar assessments are demonstrated for five live CTAs in six different categories."--Jacket.

First Sentence

Since Alfred Winslow Jones created the first hedge fund in 1949, the hedge fund universe has grown to comprise nearly 7,000 funds, in addition to approximately 750 funds of hedge funds (baskets of hedge funds).

Subjects

Other Editions

  • Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach + CD-ROMWiley2005-04-27

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