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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

Mutual fund industry performance : a network data envelopment analysis approach

Premachandra, I. M.; Zhu, Joe; Watson, John; … - In: Data envelopment analysis : a handbook of empirical …, (pp. 165-228). 2016

Persistent link: https://www.econbiz.de/10011474725

Modeling leakage in two-stage DEA models : an application to US mutual fund families

Galagedera, Don U. A.; Watson, John; Premachandra, I. M.; … - In: Omega : the international journal of management science 61 (2016), pp. 62-77

Persistent link: https://www.econbiz.de/10011475692

Do superannuation funds manage disbursements and risk efficiently in generating returns? : new evidence

Sun, Chengyun; Galagedera, Don U. A. - In: Applied economics 53 (2021) 34, pp. 3931-3947

Persistent link: https://www.econbiz.de/10012589547

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

Do mutual fund managers earn their fees? : new measures for performance appraisal

Galagedera, Don U. A.; Fukuyama, Hirofumi; Watson, John; … - In: European journal of operational research : EJOR 287 (2020) 2, pp. 653-667

Persistent link: https://www.econbiz.de/10012293895

Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal

Galagedera, Don U. A. - In: Applied economics 50 (2018) 22, pp. 2439-2458

Persistent link: https://www.econbiz.de/10011850238

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

An inverse DEA model for intermediate and output target setting in serially linked general two-stage processes

Kazemi, Ahmad; Galagedera, Don U. A. - In: IMA journal of management mathematics 34 (2023) 3, pp. 511-539

Persistent link: https://www.econbiz.de/10014313774

MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS

GALAGEDERA, DON U. A.; FAFF, ROBERT - In: International Journal of Theoretical and Applied … 08 (2005) 01, pp. 75-95

This paper investigates whether the risk-return relation varies, depending on changing market volatility and up/down market conditions. Three market regimes based on the level of conditional volatility of market returns are specified — "low", "neutral" and "high". The market model is extended...

Persistent link: https://www.econbiz.de/10004971754