| GREG N. GREGORIOU is Assistant Professor of Finance and coordinator of faculty research in the School of Business and Economics at the State University of New York (Plattsburgh). He received his BA in economics from Concordia University and his MBA and PhD in finance from the University of Quebec at Montreal. He is an associate with the Peritus Group in Montreal and the hedge fund editor and an editorial board member for Derivatives Use, Trading .. << 查看详细 |
| preface. acknowledgments. chapter 1: fund selection and data envelopment analysis. introduction. fund selection. what is data envelopment analysis? chapter 2: dea models. introduction. dea model calculation. markowitz model and sharpe ratio. constant returns-to-scale dea model. . negative data. deafrontier excel add-in. solving dea model. chapter 3: classification methods. introduction. returns-to-scale classification. context-dependent dea. chapter 4: benchmarking models. introduction. variable-benchmark model. solving variable-benchmark model. fixed-benchmark model. solving fixed-benchmark model. chapter 5: data, inputs, and outputs. description of data. methodology. preparing the data for deafrontier. chapter 6: application of basic dea models. introduction. results. conclusion. chapter 7: application of returns-to-scale. introduction. results. conclusion. chapter 8: application of context-dependent dea. introduction. results. conclusion. chapter 9: application of fixed- and variable-benchmark models. introduction. results. conclusion. chapter 10: closing remarks. references. index. about the cd-rom. about the authors. |
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