Evaluating hedge fund and CTA performance
42 min read
Rate this book:
About This Book
"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.
Buy This Book
As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.
Write a Review
Sign in to write a review.