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!
