Evaluating Hedge Fund and CTA Performance

Beschreibung

Introducing Data Envelopment Analysis (DEA) -- a quantitativeapproach to assess the performance of hedge funds, funds of hedgefunds, and commmodity trading advisors. Steep yourself inthis approach with this important new book by Greg Gregoriou andJoe Zhu. "This book steps beyond the traditional trade-off betweensingle variables for risk and return in the determination ofinvestment portfolios. For the first time, a comprehensiveprocedure is presented to compose portfolios using multiplemeasures of risk and return simultaneously. This approachrepresents a watershed in portfolio construction techniques and isespecially 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!

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Greg N. Gregoriou

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