Simple and cross efficiency of CTAs using data envelopment analysis

European Journal of Finance

Volumn 11, Issue 5, 2005, Pages 393-409

  Gregoriou, Greg N ^a   Rouah, Fabrice ^b   Satchell, Stephen ^c   Diz, Fernando ^d  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b MCGILL UNIVERSITY   (Canada)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^d SYRACUSE UNIVERSITY   (United States)

Author keywords

Benchmark; Commodity trading advisors; Data envelopment analysis; Efficiency

Indexed keywords

EID: 27744537053     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1351847042000286667     Document Type: Review

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