Hedge fund performance appraisal using data envelopment analysis

Greg N. Gregoriou, Komlan Sedzro, Joe Zhu. Hedge fund performance appraisal using data envelopment analysis. European Journal of Operational Research, 164(2):555-571, 2005. [doi]

@article{GregoriouSZ05,
  title = {Hedge fund performance appraisal using data envelopment analysis},
  author = {Greg N. Gregoriou and Komlan Sedzro and Joe Zhu},
  year = {2005},
  doi = {10.1016/j.ejor.2003.12.019},
  url = {http://dx.doi.org/10.1016/j.ejor.2003.12.019},
  tags = {analysis, data-flow analysis},
  researchr = {https://researchr.org/publication/GregoriouSZ05},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {164},
  number = {2},
  pages = {555-571},
}