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Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework
Galagedera, Don U. A. - In: Applied financial economics letters 3 (2007) 3, pp. 147-153
Persistent link: https://www.econbiz.de/10003540339
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An alternative perspective on the relationship between downside beta and CAPM beta
Galagedera, Don U. A. - In: Emerging markets review 8 (2007) 1, pp. 4-19
Persistent link: https://www.econbiz.de/10003433042
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Economic significance of downside risk in developed and emerging markets
Galagedera, Don U. A. - In: Applied economics letters 16 (2009) 16/18, pp. 1627-1632
Persistent link: https://www.econbiz.de/10003932128
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Recent trends in relative performance of global equity markets
Galagedera, Don U. A. - In: Journal of international financial markets, … 22 (2012) 4, pp. 834-854
Persistent link: https://www.econbiz.de/10009582519
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An analytical derivation of the relation between idiosyncratic volatility and expected stock return
Galagedera, Don U. A. - 2009
Persistent link: https://www.econbiz.de/10008661973
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Association between environmental factors and equity market performance : evidence from a nonparametric frontier method
Galagedera, Don U. A. - In: Financial markets and portfolio management 24 (2010) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10008668597
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An analytical framework for explaining relative performance of CAPM beta and downside beta
Galagedera, Don U. A. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003867409
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Modeling risk concerns and returns preferences in performance appraisal : an application to global equity markets
Galagedera, Don U. A. - In: Journal of international financial markets, … 33 (2014), pp. 400-416
Persistent link: https://www.econbiz.de/10011299814
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Modelling social responsibility in mutual fund performance appraisal : a two-stage data envelopment analysis model with non-discretionary first stage output
Galagedera, Don U. A. - In: European journal of operational research : EJOR 273 (2019) 1, pp. 376-389
Persistent link: https://www.econbiz.de/10011979539
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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