Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach -- Contents -- Preface -- Acknowledgments -- Chapter 1: Fund Selection and Data Envelopment Analysis -- INTRODUCTION -- FUND SELECTION -- WHAT IS DATA ENVELOPMENT ANALYSIS? -- Chapter 2: DEA Models -- INTRODUCTION -- DEA MODEL CALCULATION -- MARKOWITZ MODEL AND SHARPE RATIO -- CONSTANT RETURNS-TO-SCALE DEA MODEL -- NEGATIVE DATA -- DEAFrontier EXCEL ADD-IN -- SOLVING DEA MODEL -- Chapter 3: Classification Methods -- INTRODUCTION -- RETURNS-TO-SCALE CLASSIFICATION -- CONTEXT-DEPENDENT DEA -- Chapter 4: Benchmarking Models -- INTRODUCTION -- VARIABLE-BENCHMARK MODEL -- SOLVING VARIABLE-BENCHMARK MODEL -- FIXED-BENCHMARK MODEL -- SOLVING FIXED-BENCHMARK MODEL -- Chapter 5: Data, Inputs, and Outputs -- DESCRIPTION OF DATA -- METHODOLOGY -- PREPARING THE DATA FOR DEAFrontier -- Chapter 6: Application of Basic DEA Models -- INTRODUCTION -- RESULTS -- CONCLUSION -- Chapter 7: Application of Returns-to-Scale -- INTRODUCTION -- RESULTS -- CONCLUSION -- Chapter 8: Application of Context-Dependent DEA -- INTRODUCTION -- RESULTS -- CONCLUSION -- Chapter 9: Application of Fixed-and Variable-Benchmark Models -- INTRODUCTION -- RESULTS -- CONCLUSION -- Chapter 10: Closing Remarks -- References -- Index -- ABOUT DEAFrontier -- About the CD-ROM -- DEAFrontier MICROSOFT EXCEL ADD-IN -- SYSTEM REQUIREMENTS -- USING THE CD WITH WINDOWS -- WHAT'S ON THE CD -- CUSTOMER NOTE: IF THIS BOOK IS ACCOMPANIED BY SOFTWARE, PLEASE READ THE FOLLOWING BEFORE OPENING THE PACKAGE. -- ABOUT THE AUTHORS.