Verfügbarkeit: Evaluating hedge fund and CTA performance

Evaluating hedge fund and CTA performance: data envelopment analysis approach

Gespeichert in:

Bibliographische Detailangaben
Beteiligte Personen:	Gregoriou, Greg N. 1956- (VerfasserIn), Zhu, Joe (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Hoboken, N.J. Wiley 2005
Schriftenreihe:	Wiley finance
Schlagwörter:	Data-analyse Hedging Hedge funds > Evaluation Data envelopment analysis Performance > Kapitalanlage Hedge Fund Data Envelopment Analysis Investmentfonds
Links:	http://www.loc.gov/catdir/toc/ecip054/2004028303.html http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015962521&sequence=000008&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	VIII, 167 S. Ill. 1 CD-ROM (12 cm)
Format:	System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
ISBN:	9780471681854 0471681857

Internformat

MARC


LEADER	00000nam a2200000zc 4500
001	BV022756885
003	DE-604
005	20071015
007	t\|
008	070912s2005 xxua\|\|\| \|\|\|\| 00\|\|\| eng d
010			\|a 2004028303
020			\|a 9780471681854 \|9 978-0-471-68185-4
020			\|a 0471681857 \|c cloth/cdrom \|9 0-471-68185-7
035			\|a (OCoLC)57201954
035			\|a (DE-599)BVBBV022756885
040			\|a DE-604 \|b ger \|e aacr
041	0		\|a eng
044			\|a xxu \|c US
049			\|a DE-945
050		0	\|a HG4530
082	0		\|a 332.64/5
084			\|a QK 530 \|0 (DE-625)141660: \|2 rvk
100	1		\|a Gregoriou, Greg N. \|d 1956- \|e Verfasser \|0 (DE-588)132185016 \|4 aut
245	1	0	\|a Evaluating hedge fund and CTA performance \|b data envelopment analysis approach \|c Greg N. Gregoriou ; Joe Zhu
264		1	\|a Hoboken, N.J. \|b Wiley \|c 2005
300			\|a VIII, 167 S. \|b Ill. \|e 1 CD-ROM (12 cm)
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	0		\|a Wiley finance
538			\|a System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.
650		7	\|a Data-analyse \|2 gtt
650		7	\|a Hedging \|2 gtt
650		4	\|a Hedge funds \|x Evaluation
650		4	\|a Data envelopment analysis
650	0	7	\|a Performance \|g Kapitalanlage \|0 (DE-588)4219415-5 \|2 gnd \|9 rswk-swf
650	0	7	\|a Hedge Fund \|0 (DE-588)4444016-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Data Envelopment Analysis \|0 (DE-588)4573838-5 \|2 gnd \|9 rswk-swf
650	0	7	\|a Investmentfonds \|0 (DE-588)4114047-3 \|2 gnd \|9 rswk-swf
689	0	0	\|a Hedge Fund \|0 (DE-588)4444016-9 \|D s
689	0	1	\|a Performance \|g Kapitalanlage \|0 (DE-588)4219415-5 \|D s
689	0	2	\|a Data Envelopment Analysis \|0 (DE-588)4573838-5 \|D s
689	0		\|5 DE-604
689	1	0	\|a Investmentfonds \|0 (DE-588)4114047-3 \|D s
689	1	1	\|a Performance \|g Kapitalanlage \|0 (DE-588)4219415-5 \|D s
689	1	2	\|a Data Envelopment Analysis \|0 (DE-588)4573838-5 \|D s
689	1		\|C b \|5 DE-604
700	1		\|a Zhu, Joe \|e Verfasser \|4 aut
856	4		\|u http://www.loc.gov/catdir/toc/ecip054/2004028303.html \|3 Table of contents only
856	4		\|u http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html \|3 Contributor biographical information
856	4		\|u http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html \|3 Publisher description
856	4	2	\|m HBZ Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015962521&sequence=000008&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
943	1		\|a oai:aleph.bib-bvb.de:BVB01-015962521

Datensatz im Suchindex

_version_	1819368608738836480
adam_text	Contents Prelace v viii Acknowledgments CHAPTER 1 1 Fund Selection and Data Envelopment Analysis \| Introduction Fund Selection What Is Data Envelopment Analysis? CHAPTER 2 „ DEA Models [] Introduction DEA Model Calculation n Markowitz Model and Sharpe Ratio Constant Retums to Scale DEA Model ^ Negative Data ~9 DEAFrontier Excel Add In Solving DEA Model CHAPTER 3 „. Classification Methods *] Introduction V, 7 Retums to Scale Classification ^~ (Context Dependent DEA CHAPTER 4 .7 Benchmarking Models ^L Introduction ._ Variable Benchmark Model V Vi CONTENTS Solving Variable Benchmark Model 52 Fixed Benchmark Model 54 Solving Fixed Benchmark Model 56 CHAPTER 5 Data, Inputs, and Outputs 57 Description of Data 57 Methodology 61 Preparing the Data for DEAFrontier 63 CHAPTER 6 Application of Basic DEA Models 67 Introduction 67 Results 68 Conclusion 110 CHAPTER 7 Application ot Returns to Scale 111 Introduction 111 Results 112 Conclusion 120 CHAPTER 8 Application ol Context Dependent DEA 121 Introduction 121 Results 123 Conclusion 138 CHAPTER 9 Application of Fixed and Variable Benchmark Models 139 Introduction 139 Results 140 Conclusion 152 CHAPTER 10 Closing Remarks 153 References 155 Index 159 About the CD Rom 163 About the Authors 167
any_adam_object	1
author	Gregoriou, Greg N. 1956- Zhu, Joe
author_GND	(DE-588)132185016
author_facet	Gregoriou, Greg N. 1956- Zhu, Joe
author_role	aut aut
author_sort	Gregoriou, Greg N. 1956-
author_variant	g n g gn gng j z jz
building	Verbundindex
bvnumber	BV022756885
callnumber-first	H - Social Science
callnumber-label	HG4530
callnumber-raw	HG4530
callnumber-search	HG4530
callnumber-sort	HG 44530
callnumber-subject	HG - Finance
classification_rvk	QK 530
ctrlnum	(OCoLC)57201954 (DE-599)BVBBV022756885
dewey-full	332.64/5
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.64/5
dewey-search	332.64/5
dewey-sort	3332.64 15
dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02585nam a2200601zc 4500</leader><controlfield tag="001">BV022756885</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20071015 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">070912s2005 xxua\|\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2004028303</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780471681854</subfield><subfield code="9">978-0-471-68185-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0471681857</subfield><subfield code="c">cloth/cdrom</subfield><subfield code="9">0-471-68185-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)57201954</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022756885</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4530</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/5</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 530</subfield><subfield code="0">(DE-625)141660:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Gregoriou, Greg N.</subfield><subfield code="d">1956-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)132185016</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Evaluating hedge fund and CTA performance</subfield><subfield code="b">data envelopment analysis approach</subfield><subfield code="c">Greg N. Gregoriou ; Joe Zhu</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, N.J.</subfield><subfield code="b">Wiley</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 167 S.</subfield><subfield code="b">Ill.</subfield><subfield code="e">1 CD-ROM (12 cm)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">System requirements for accompanying DC-ROM: Any PC or Macintosh computer that has a recent version.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Data-analyse</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Hedging</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedge funds</subfield><subfield code="x">Evaluation</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Data envelopment analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Performance</subfield><subfield code="g">Kapitalanlage</subfield><subfield code="0">(DE-588)4219415-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Hedge Fund</subfield><subfield code="0">(DE-588)4444016-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Data Envelopment Analysis</subfield><subfield code="0">(DE-588)4573838-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Investmentfonds</subfield><subfield code="0">(DE-588)4114047-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Hedge Fund</subfield><subfield code="0">(DE-588)4444016-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Performance</subfield><subfield code="g">Kapitalanlage</subfield><subfield code="0">(DE-588)4219415-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Data Envelopment Analysis</subfield><subfield code="0">(DE-588)4573838-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Investmentfonds</subfield><subfield code="0">(DE-588)4114047-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Performance</subfield><subfield code="g">Kapitalanlage</subfield><subfield code="0">(DE-588)4219415-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Data Envelopment Analysis</subfield><subfield code="0">(DE-588)4573838-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zhu, Joe</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/ecip054/2004028303.html</subfield><subfield code="3">Table of contents only</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html</subfield><subfield code="3">Contributor biographical information</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html</subfield><subfield code="3">Publisher description</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015962521&sequence=000008&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015962521</subfield></datafield></record></collection>
id	DE-604.BV022756885
illustrated	Illustrated
indexdate	2024-12-20T13:03:29Z
institution	BVB
isbn	9780471681854 0471681857
language	English
lccn	2004028303
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-015962521
oclc_num	57201954
open_access_boolean
owner	DE-945
owner_facet	DE-945
physical	VIII, 167 S. Ill. 1 CD-ROM (12 cm)
publishDate	2005
publishDateSearch	2005
publishDateSort	2005
publisher	Wiley
record_format	marc
series2	Wiley finance
spellingShingle	Gregoriou, Greg N. 1956- Zhu, Joe Evaluating hedge fund and CTA performance data envelopment analysis approach Data-analyse gtt Hedging gtt Hedge funds Evaluation Data envelopment analysis Performance Kapitalanlage (DE-588)4219415-5 gnd Hedge Fund (DE-588)4444016-9 gnd Data Envelopment Analysis (DE-588)4573838-5 gnd Investmentfonds (DE-588)4114047-3 gnd
subject_GND	(DE-588)4219415-5 (DE-588)4444016-9 (DE-588)4573838-5 (DE-588)4114047-3
title	Evaluating hedge fund and CTA performance data envelopment analysis approach
title_auth	Evaluating hedge fund and CTA performance data envelopment analysis approach
title_exact_search	Evaluating hedge fund and CTA performance data envelopment analysis approach
title_full	Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou ; Joe Zhu
title_fullStr	Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou ; Joe Zhu
title_full_unstemmed	Evaluating hedge fund and CTA performance data envelopment analysis approach Greg N. Gregoriou ; Joe Zhu
title_short	Evaluating hedge fund and CTA performance
title_sort	evaluating hedge fund and cta performance data envelopment analysis approach
title_sub	data envelopment analysis approach
topic	Data-analyse gtt Hedging gtt Hedge funds Evaluation Data envelopment analysis Performance Kapitalanlage (DE-588)4219415-5 gnd Hedge Fund (DE-588)4444016-9 gnd Data Envelopment Analysis (DE-588)4573838-5 gnd Investmentfonds (DE-588)4114047-3 gnd
topic_facet	Data-analyse Hedging Hedge funds Evaluation Data envelopment analysis Performance Kapitalanlage Hedge Fund Data Envelopment Analysis Investmentfonds
url	http://www.loc.gov/catdir/toc/ecip054/2004028303.html http://www.loc.gov/catdir/enhancements/fy0617/2004028303-b.html http://www.loc.gov/catdir/enhancements/fy0617/2004028303-d.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015962521&sequence=000008&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT gregoriougregn evaluatinghedgefundandctaperformancedataenvelopmentanalysisapproach AT zhujoe evaluatinghedgefundandctaperformancedataenvelopmentanalysisapproach

Verfügbarkeit

‌

Inhaltsverzeichnis