Hedge fund performance appraisal using data envelopment analysis

European Journal of Operational Research

Volumn 164, Issue 2, 2005, Pages 555-571

  Gregoriou, Greg N ^a,d   Sedzro, Komlan ^b   Zhu, Joe ^c  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^c WORCESTER POLYTECHNIC INSTITUTE   (United States)

^d School of Business and Economics   (United States)

Author keywords

Data envelopment analysis (DEA); Efficiency; Hedge fund; Performance

Indexed keywords

BEAR MARKETS; DATA ENVELOPMENT ANALYSIS (DEA); HEDGE FUNDS; PERFORMANCE MEASUREMENT;

BENCHMARKING; COMMERCE; DATA REDUCTION; DECISION MAKING; INFORMATION ANALYSIS; MARKETING; PERFORMANCE; PROBLEM SOLVING; RESEARCH AND DEVELOPMENT MANAGEMENT; RISK ASSESSMENT; SOCIETIES AND INSTITUTIONS;

INVESTMENTS;

EID: 10444269356     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2003.12.019     Document Type: Article

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