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Evaluating Hedge Fund and CTA Performance. Data Envelopment Analysis Approach

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2569 покупателей и эксперты портала 1ya.ru рекомендуют к покупке товар «Evaluating Hedge Fund and CTA Performance. Data Envelopment Analysis Approach» или его аналог из списка ниже.
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!
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Evaluating Hedge Fund and CTA Performance. Data Envelopment Analysis Approach продается в интернет-магазине ЛитРес
Эксперт: Роман Петров, консультант по маркетплейсам
Дата рецензии: 6 июля 2025 года
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