Evaluation of commodity trading advisors using fixed and variable and benchmark models

DOI10.1007/s10479-006-0030-yzbMath1106.91024OpenAlexW2048695913MaRDI QIDQ863541

Yao Chen, Greg N. Gregoriou

Publication date: 5 February 2007

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-006-0030-y

zbMATH Keywords

performancedata envelopment analysisbenchmarkmanaged futures

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Congestion in Commodity Trading Advisors

Cites Work

• Quantitative models for performance evaluation and benchmarking. Data development analysis with spreadsheets and DEA Excel solver. With CD-ROM
• Hedge fund performance appraisal using data envelopment analysis

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