Congestion in Commodity Trading Advisors

DOI10.3138/infor.49.1.063OpenAlexW1963805742MaRDI QIDQ6102718

Greg N. Gregoriou, Unnamed Author, Yao Chen

Publication date: 9 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3138/infor.49.1.063

zbMATH Keywords

DEAcongestionleverage

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Evaluation of commodity trading advisors using fixed and variable and benchmark models
• Quantitative models for performance evaluation and benchmarking. Data development analysis with spreadsheets and DEA Excel solver. With CD-ROM
• Handbook on data envelopment analysis
• Hedge fund performance appraisal using data envelopment analysis
• A data envelopment analysis approach to measure the mutual fund performance