Hedge fund performance appraisal using data envelopment analysis.

Greg N. Gregoriou Komlan Sedzro Joe Zhu

Published in: Eur. J. Oper. Res. (2005)

Keyphrases

data envelopment analysis
input output
real estate
linear programming
dea models
multi criteria
portfolio selection
multiple objective programming
efficient frontier
multi period
maximum entropy
goal programming
internet banking
transaction costs
multiple objective linear programming
real time
dea model