Professor EmeritusBSc (Kel'ya) MSc (C'bo) MEng DSc (Tokyo)
Email i.premachandra@otago.ac.nz
With a strong management science and statistical background, Inguruwatt became a leader in creating a cross-disciplinary platform where the research interests of scholars in management science, finance, anatomy, and human nutrition are integrated. He has earned an international reputation for his work in applying the management science and econometric techniques in finance research. His recent research documents a novel market efficiency test for commodity futures and a new principal component factor model, making a significant contribution to the literature. His international research collaborations include researchers from the USA, Japan, Australia, and Sri Lanka. Nationally, he has actively engaged with researchers in the departments of Anatomy and Human Nutrition at Otago. He has undertaken several consultancy projects, which include the Clyde Dam project. During the author's academic career of 26 years, he has served as a visiting professor at leading academic institutions in Japan and the USA.
Research interests
- Empirical finance and Financial Modelling
- Performance evaluation using DEA (Data Envelopment Analysis) and its applications in Finance
- Applied Probability theory
- Simulation
- Application of operations research techniques in Finance
Curriculum vitae
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