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Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. ""This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio

Data envelopment analysis. --- Hedge funds -- Evaluation. --- Hedge funds --- Evaluation. --- DEA (Data envelopment analysis) --- Funds, Hedge --- Linear programming --- Multivariate analysis --- Mutual funds --- Data envelopment analysis --- Evaluation --- E-books

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Business management --- Public economics --- Industrial efficiency --- Government productivity --- Industrial productivity --- Data envelopment analysis --- Measurement --- -Industrial efficiency --- -Industrial productivity --- -Productivity, Industrial --- TFP (Total factor productivity) --- Total factor productivity --- Production (Economic theory) --- Productivity, Government --- Capital productivity --- Public administration --- DEA (Data envelopment analysis) --- Linear programming --- Multivariate analysis --- Efficiency, Industrial --- Industrial management --- Data envelopment analysis. --- Measurement. --- -Measurement --- Industrial efficiency - Measurement --- Government productivity - Measurement --- Industrial productivity - Measurement

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Using the neo-classical theory of production economics as the analytical framework, this book, first published in 2004, provides a unified and easily comprehensible, yet fairly rigorous, exposition of the core literature on data envelopment analysis (DEA) for readers based in different disciplines. The various DEA models are developed as nonparametric alternatives to the econometric models. Apart from the standard fare consisting of the basic input- and output-oriented DEA models formulated by Charnes, Cooper, and Rhodes, and Banker, Charnes, and Cooper, the book covers developments such as the directional distance function, free disposal hull (FDH) analysis, non-radial measures of efficiency, multiplier bounds, mergers and break-up of firms, and measurement of productivity change through the Malmquist total factor productivity index. The chapter on efficiency measurement using market prices provides the critical link between DEA and the neo-classical theory of a competitive firm. The book also covers several forms of stochastic DEA in detail.

Data envelopment analysis. --- Production (Economic theory) --- econometrie --- operations research --- productiviteit --- regressie-analyse --- wiskundige statistiek --- Business, Economy and Management --- Economics --- Production (Economic theory). --- Data envelopment analysis --- DEA (Data envelopment analysis) --- Microeconomics --- Supply and demand --- Demand (Economic theory) --- Supply-side economics --- Linear programming --- Multivariate analysis

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Social sciences --- Data envelopment analysis --- Statistical methods --- Sciences sociales --- Méthodes statistiques --- #SBIB:303H15 --- #SBIB:303H520 --- #SBIB:IO --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- DEA (Data envelopment analysis) --- Linear programming --- Multivariate analysis --- Methoden en technieken van de bestuurswetenschappen --- Methoden sociale wetenschappen: techniek van de analyse, algemeen --- Quantitative methods in social research --- Public economics --- Mathematical statistics --- Social sciences - Statistical methods

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This book is intended to present the milestones in the progression of uncertain Data envelopment analysis (DEA). Chapter 1 gives some basic introduction to uncertain theories, including probability theory, credibility theory, uncertainty theory and chance theory. Chapter 2 presents a comprehensive review and discussion of basic DEA models. The stochastic DEA is introduced in Chapter 3, in which the inputs and outputs are assumed to be random variables. To obtain the probability distribution of a random variable, a lot of samples are needed to apply the statistics inference approach. Chapter 4 and 5 provide two uncertain DEA methods to evaluate the DMUs with limited or insufficient statistical data, named fuzzy DEA and uncertain DEA. In order to evaluate the DMUs in which uncertainty and randomness appear simultaneously, the hybrid DEA based on chance theory is presented in Chapter 6.

Economics/Management Science. --- Operation Research/Decision Theory. --- Economics. --- Operations research. --- Economie politique --- Recherche opérationnelle --- Accounting. --- Business -- Computer simulation. --- Electronic spreadsheets. --- Finance. --- Linear programming. --- Management --- Business & Economics --- Management Theory --- Data envelopment analysis. --- DEA (Data envelopment analysis) --- Business. --- Decision making. --- Business and Management. --- Linear programming --- Multivariate analysis --- Operations Research/Decision Theory. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management decisions --- Choice (Psychology) --- Problem solving --- Decision making