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Hedge fund performance appraisal using data envelopment analysis

โœ Scribed by Greg N. Gregoriou; Komlan Sedzro; Joe Zhu


Book ID
108116770
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
313 KB
Volume
164
Category
Article
ISSN
0377-2217

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Performance benchmarking using interacti
โœ Thierry Post; Jaap Spronk ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 187 KB

This paper presents a procedure for performance benchmarking, that extends the performance measurement technique Data Envelopment Analysis (DEA), to incorporate the interactive decision procedure Interactive Multiple Goal Programming (IMGP). The resulting procedure is called Interactive Data Envelop