Simple and cross efficiency of CTAs using data envelopment analysis
Year of publication: |
2005
|
---|---|
Authors: | Gregoriou, Greg ; Rouah, Fabrice ; Satchell, Stephen ; Diz, Fernando |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 11.2005, 5, p. 393-409
|
Publisher: |
Taylor & Francis Journals |
Subject: | Data envelopment analysis | commodity trading advisors | efficiency | benchmark |
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