Appraising Hedge Fund Performance by Data Envelopment Analysis
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 96 === This paper uses data envelopment analysis to appraise the hedge funds performance. Specially, I ask the following three questions：(1) Are the result of efficiency ranking from BCC, cross efficiency, super efficiency and super SBM efficiency the same? (2) Are...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/w73pqe |