[BOOK][B] Evaluating hedge fund and CTA performance: Data envelopment analysis approach

GN Gregoriou, J Zhu - 2005 - books.google.com
Introducing Data Envelopment Analysis (DEA)--a quantitative approach to assess the
performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep …

Active versus passive investing I: The South African experience

DR Wessels, JD Krige - Studies in Economics and Econometrics, 2005 - journals.co.za
The two investment strategies, active and passive (index) investing, are evaluated by
comparing the average performance of actively managed funds in the general equity …

[PDF][PDF] Portfolio diversification fundamental indexing versus cap weighted indexing: a case of Kenya

SW Macharia - 2017 - su-plus.strathmore.edu
Indexing is very crucial when it comes to investing. Indexes are believed to be diversified,
liquid and transparent and as such, many investors invest in portfolios built on these …