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Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities
Galagedera, Don U. A.; Shami, Roland G. - 2003
Persistent link: https://www.econbiz.de/10001892068
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Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns
Galagedera, Don U. A.; Henry, Darren; Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 121-137
Persistent link: https://www.econbiz.de/10002171538
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Value extracting in relative performance appraisal with network DEA : an application to U.S. equity mutual funds
Fukuyama, Hirofumi; Galagedera, Don U. A. - In: Data-enabled analytics : DEA for big data, (pp. 263-297). 2021
Persistent link: https://www.econbiz.de/10012880202
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A new network DEA model for mutual fund performance appraisal : an application to U.S. equity mutual funds
Galagedera, Don U. A.; Roshdi, Israfil; Fukuyama, Hirofumi - In: Omega : the international journal of management science 77 (2018), pp. 168-179
Persistent link: https://www.econbiz.de/10011799217