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Evaluating Hedge Fund and CTA Performance
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Authors: Greg N. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2005-05-06 - Publisher: John Wiley & Sons

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Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading ad
Hedge Fund Modelling and Analysis Using Excel and VBA
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Type: BOOK - Published: 2012-02-23 - Publisher: John Wiley & Sons

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Co-authored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most com
Commodity Trading Advisors
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Authors: Greg N. Gregoriou
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Type: BOOK - Published: 2011-09-02 - Publisher: John Wiley & Sons

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Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advis
Trend Following with Managed Futures
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An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment st
The World of Hedge Funds
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Authors: H. Gifford Fong
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The World of Hedge Funds is a compendium of distinguished papers focusing on the cutting-edge analysis of hedge funds. This area is arguably the fastest growing