1 Curriculum Vitae 1. Personal Information Name: I.M.Premachandra Date of Birth: 4 July 1950 Sex : male 2. Qualifications PhD in Systems Engineering. Tokyo Institute of Technology, Japan, 1986 MEng in Systems Engineering, Tokyo Institute of Technology, Japan, 1983 MSc in Applied Statistics, University of Colombo, Sri Lanka, 1977 DipStat in Statistics, University of Vidyodaya, Sri Lanka, 1975 BSc(First Class Honours) in Science, University of Kelaniya, Sri Lanka, 1973 3. Professional Affiliations / Memberships Institute for Operations Research and the Management Sciences (Informs) Decision Sciences Institute Operational Research Society of New Zealand 4. Employment History (a) Present Position Associate Professor, Department of Accountancy and Finance, University of Otago (since 2005). Joined Otago University in 1991. (b) Employment History Head of the Department, Department of Finance and Quantitative Analysis, University of Otago, Nov 2006 – Nov 2009 Consultant, Postgraduate Institute of Management, University of Sri Jayewardenepura, Sri Lanka, 1987-1989 Lecturer, Department of Industrial Management, University of Kelaniya, Sri Lanka, 1975-1989 Part time Consultant, Sri Lanka Tyre Corporation, 1987-1989 Part time Consultant, Sri Lanka Police Department, 1989-1989 Staff Officer, Bank of Ceylon, 1974-1975 Chief Chemist, Sri Lanka Sugar Corporation, 1974-1974 5. Other Relevant Experience (a) Experience Working in an Overseas Country Visiting Professor, The Institute of Statistical Mathematics, Tokyo, Japan, 1998 – 2000
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Curriculum Vitae
1. Personal Information
Name: I.M.Premachandra Date of Birth: 4 July 1950 Sex : male
2. Qualifications
PhD in Systems Engineering. Tokyo Institute of Technology, Japan, 1986
MEng in Systems Engineering, Tokyo Institute of Technology, Japan, 1983
MSc in Applied Statistics, University of Colombo, Sri Lanka, 1977
DipStat in Statistics, University of Vidyodaya, Sri Lanka, 1975
BSc(First Class Honours) in Science, University of Kelaniya, Sri Lanka, 1973
3. Professional Affiliations / Memberships
Institute for Operations Research and the Management Sciences (Informs)
Decision Sciences Institute
Operational Research Society of New Zealand
4. Employment History
(a) Present Position
Associate Professor, Department of Accountancy and Finance, University of
Otago (since 2005). Joined Otago University in 1991.
(b) Employment History
Head of the Department, Department of Finance and Quantitative Analysis,
University of Otago, Nov 2006 – Nov 2009
Consultant, Postgraduate Institute of Management, University of Sri
Jayewardenepura, Sri Lanka, 1987-1989
Lecturer, Department of Industrial Management, University of Kelaniya, Sri
Lanka, 1975-1989
Part time Consultant, Sri Lanka Tyre Corporation, 1987-1989
Part time Consultant, Sri Lanka Police Department, 1989-1989
Staff Officer, Bank of Ceylon, 1974-1975
Chief Chemist, Sri Lanka Sugar Corporation, 1974-1974
5. Other Relevant Experience
(a) Experience Working in an Overseas Country
Visiting Professor, The Institute of Statistical Mathematics, Tokyo, Japan,
1998 – 2000
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Visiting Professor, Postgraduate Institute of Management, University of Sri
Jayewardenepura, Sri Lanka, July 1998 – October 1998 and July 1999 –
February 2000
Associate Professor, University of New Hampshire, Whittemore School of
Business and Economics, United States of America, 1989-1990
(b) International and inter-departmental research collaboration
With Dr Yao Chen, College of Management, University of Massachusetts at
Lowell, USA, since 2011
With Dr John Watson, Dept. Of Accountancy and Finance, Monash University
(Caulfield campus), Australia, since 2010
With Dr Tissa Galagedera, Department of Econometrics and Business
Statistics, Monash University (Caulfield campus), Australia (2010)
With Professor Joe Zhu, School of Business, Worcester Polytechnic Institute,
USA, since 2010
With Professor T. Kimura, Dept. Of Civil, Environmental and Applied System
Engineering, Kansai University, Japan, since 2009
With Professor Sueyoshi, T., Dept. of Management, New Maxico Institute of
Mining Technology, USA, since 2008
With Professor A.W. Frankle, Boise State University, USA – Analysis of the
global discount rates using econometric models (2006)
With Professors N. Darmon and A. Briend, The Institute Scientifique et
Technique de la nutrition et de l’Alimentation and the Institut National de la
Sante et de la Recherche Medicale, Paris – develop a general food-based
dietary guidelines for Malawian children using Linear Programming (2006)
With Dr Elaine L. Ferguson, Department of Human Nutrition, University of
Otago – develop a tool to improve Otago toddlers’ iron status (2003)
With Dr Jinho Jeong, Kyung-Nam University, South Korea – applied for a
research grant to study the cash balance behaviour in Korean banks (2003)
With Professor Tilak Abeysinghe, National University of Singapore – do
research and write a book on Econometrics (2003)
With Dr Dias, G.J. and Dennison, K.J., Department of Anatomy and Structural
Biology, University of Otago, The previously unrecognised posterior deep
temporal nerve groove on the cranial base (2002)
With Dr Dias, G.J., Department of Anatomy and Structural Biology,
University of Otago, Distortion on plain film radiographs of the
temporomandibular joint: A neural network solution (2000)
With Dr Cabraal, D.A. and Fields, M., Otorrhoea following ventilation tube
insertion – identifying risk factors, ENT Department, Dunedin Hospital (1999)
6. Research Activities
For International and inter-departmental research collaborations (refer 6(b))
(a) Research Expertise
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Stochastic Modelling and Analysis,
Futures market, efficiency tests, and spillover
Empirical Finance
Sovereign credit default swap spreads
Operations Research, Data Envelopment Analysis
Empirical Finance
(b) Experience in Applied R & D, Contract Research, Consultancies, Patents
Part time Consultant, Sri Lanka Police Department, 1989-1989
Part time Consultant, Sri Lanka Tyre Corporation, 1987-1989
(c) Research Grants
(1) Principal or joint principal research
Commerce research grant, $1160, to work on the paper entitled “Dynamics of
the Stck Market Information spillover on US Mutual Funds and the Role of
Commonality: A New Approach” (with John Watson and D.U.A. Galagedera),
2015
Otago research grant, $34000, with Dr Elaine L Ferguson, Department of
Human Nutrition, 2004
Laurenson Award – The Otago Medical Research Foundation, $25951, with
Dr Elaine L Ferguson, Department of Human Nutrition – to develop an
innovative tool to improve Otago toddlers’ iron status (2003) – I am a joint
principal investigator
School of Business Research Grant, $3740, for scheduling the ambulances at
St. John Ambulance Service (2001) – I am the principal investigator
(d) Supervision of Postgraduate Students
PhD students
PhD, Efficiency, Risk Premium and Information Diffusion in Futures Markets:
International Evidence, University of Otago, Duminda Kuruppuarachchi,
supervisors: I.M. Premachandra (50%), Hai Lin (30%), Timothy Crack (20%),
2012 -2015 (completed)
PhD, Essays on the Evolving Risk-return profile of European Energy Utilities;
The Impact of Liberalization and decarbonisation, Dan Tulloch, supervisors: Ivan
Diaz-Rainey (45%), I.M. Premachandra (20%), George Benwell (35%), 2013-
2015 (submitted the thesis in September 2015)
PhD, Detecting Abnormal Behaviours in Financial Systems with High Data
Volumes, University of Otago, Rasika Withanawasam, supervisors: Peter
Whigham (50%), Premachandra, I.M. (25%, 2011-2012), and Crack, T. (25%),
2011-2013 (completed)
MCom/MBus/M.Sc./MBA students
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MBus research project, Stock Exchange Mergers and Market Efficiency: MOEX
case, University of Otago, Evgeny Konov, 2015, supervisors: I.M. Premachandra
(50%), Ulku, N. (50%)
MCom, Performance Evaluation of US Mutual Funds, University of Otago,
Conrad Wong, 2011
MCom, Sovereign Credit Default Swap Spreads, University of Otago, Sasha
Srivastava, 2011
M.Sc., Neural Network Based Method to Improve the Accuracy of Forensic
Facial Approximation, University of Otago, Kunaal Sologar, supervisors: Dias,
G. Department of Anatomy (80%), Premachandra, I.M. (20%), 2009-2010
MBus, A Re-examination of the Holiday Effect in New Zealand Stock Returns:
The Effect of Size and Liquidity, University of Otago, Xiaoli Cao, 2006
Do Stock Indices Scaled by Macroeconomic Variables Contain Information about
Future Movements in the Aggregate Stock Market in Australia and New
Zealand?, University of Otago, Alun Campbell, 2006
MSc, Neural Network Approach to Forensic Facial Reconstruction, University of
Otago, Charlotte Oskam, 2006
MBus, The Real Exchange Rate Effect on Trade Between New Zealand and its
Major Trading Partners, University of Otago, Marcus Sew Hoy, 2005
MBus, Valuing Lost Future Earnings: Alternative Methodologies and Assigning
Appropriate Net Discount Rates, Otago, Ashley Gardyne, 2004
MBus, Numerical Methods for Bankruptcy Prediction: A Comparison
Between Data Envelopment Analysis and Logistic Regression, Otago, Robert
Buchanan, 2003
BSc(Hons), Is the Current Rain Rule (the Duckworth and Lewis system) Used
in One-day International Cricket Fair?, Otago, Jason Rabbitt , 2003
MCom, Confidence Interval Estimates for the Stochastic Frontier in Stochastic
Data Envelopment Analysis, Otago, John Watson, 2001- 2002
MBus, Bankruptcy Prediction, Otago, Andrew Graham, 2001
MBA, Inventory Record Accuracy, Otago, Kenneth J. Cochrane., 1999-2000
MBus, Predicting Management Buyouts using Data Envelopment Analysis,
Otago, Regan Hoult., 1999, 2000
MBus, Underpricing of IPOs, Otago, Dave Blondell, 1999, 2000
BCom (Hons), Measuring the Relative Efficiencies of New Zealand Equity
Unit Trusts Using a SDEA approach, Otago, Rebecca Short, 1997
MCom, Portfolio Management Using SDEA, Otago, Jing Shi, 1996-1997
7. Distinctions
My PhD student D. Kuruppuarachchi won the Alan MacGregor Prize from the
department of Accountancy and Finance, University of Otago, for the best
postgraduate student of the year 2013
My PhD student Daniel J. Tulloch won the Alan MacGregor Prize from the
department of Accountancy and Finance, University of Otago, for the best
postgraduate student of the year 2014 and the best PhD paper award at the Otago
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Energy Research Centre Symposium, 2014.
My PhD student Daniel J. Tulloch received a Research Associate position at Oxford
University starting from September 2015
Received the best paper award at the IAENG International conference on Operations
Research for the paper entitled “Transient and Asymptotic Analysis of
Synchronisation Processes in Assembly-like Queues”, (with D.R. Alexander), IMECS
June 2009 conference, Hong Kong.
The best teacher award in module 2 of the MBA programme, University of Otago, 2008
Received the best paper award for the paper entitled “Firm Size and the Pre-Holiday
Effect in New Zealand” presented at the Sixth International Business Research
Conference on Global economy, Markets and Management, Hong Kong, July 2007
Certificate of merit for the 2006 IAENG International workshop on Operations
Research for the paper entitled “Modeling a Queueing System with Transacting
Populations”, (with D.R. Alexander and D.U.A. Galagedera), IMECS June 2006
conference, Hong Kong.
One of the ten finalists for the 2002 OUSA Teaching Award (one of the ten nominees
selected from a pool of 600 nominations for this award), 2002
Laurenson Award – The Otago Medical Research Foundation for the joint research with
Dr Elaine L. Ferguson (Department of Human Nutrition) on improving Otago toddlers’
iron status (2003)
Best paper award, New Zealand Society of Otolaryngology-Head and neck surgery
conference, 1992
Title of the paper: "Otorrhoea following ventilation tube insertion - identifying risk
factors" by D.A. Cabraal, M. Fields, I.M. Premachandra
Nominated for the Outstanding Teaching Award, University of Otago, 1991
Japanese Government Monbusho scholarship in 1981.
Award for the outstanding performance at General Science Qualifying
Examination, University of Kelaniya (Sri Lanka), 1970
Countrywide Grade V Scholarship, Ministry of Education (Sri Lanka), 1961
8. Teaching Activities
(a) Range and level of teaching ( only at Otago University )
FINQ102, Business Mathematics
FINC406, Advanced Empirical Finance
BUSI526, Operations Research, MBA program
QUAN101, Business Statistics
FINC203, Business Data Analysis
FINC308, Quantitative Methods for Business
ACTP 303, Management Science Applications
BUSA 504, Statistical and Quantitative Methods
(b) Development of significant innovations and/or publications in teaching materials
and procedures
(i) Won the Innovation in Teaching grant for $7200 to develop a
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Blackboard system for FINC203, 2000.
(ii) Developed the following new cases for the QUAN 101 case study
tutorial classes. In these case study classes students were able to use the
concepts learned in the class in solving real-life problems.
Should John’s company market the new water filter?
Who is responsible for this?
Send this machine back!!!
(iii) Developed and introduced activity based tutorials in QUAN 101 case
study tutorial classes on the following topics. These tutorials helped the
students to visualise the statistical concepts very easily.
Estimating the mean of a population
Random variables and probability distributions
Hypothesis testing
(iv) Course notes, handbooks and computer manuals were written for all
the courses taught (see section (viii) below for details)
(v) Published a simplified guide book for teaching (and learning) EXCEL
(see section (viii) below for details).
(vi) Developed a spreadsheet program for teaching some aspects of Project
Management. This work was published in the Journal of Computers
and Education (see section 10 for details)
(vii) Developed and wrote several prototype practical projects for BUSI
526 which simulate the behaviour of real life problems. These
problems are solved in the computer practical sessions.
(viii) Teaching material produced
A Handbook on Empirical Finance (270 pages)
A Handbook on Operations Research (250 pages)
A Quick reference manual for LINDO (20 pages)
A Quick reference manual for Microsoft Project 2000 (33 pages)
A Quick reference manual for @RISK (48 pages)
A Quick reference manual for SPSS (26 pages)
A Handbook on Forecasting Methods for Management (200 pages)
A Handbook on Statistics (285 pages)
A Simplified Guide to EXCEL (184 pages)
A handbook on Business Data Analysis (350 pages)
(c) Teaching Administration and Leadership, Quality Assurance, Evaluation
Member of the working party for reintroducing BCom (Hons) and MBus, 2003
Curriculum co-ordinator, Department of Finance and Quantitative Analysis (
2002-2003)
Member of the MBA Curriculum Review Committee (2002)
Participated in the pilot study of a new system for evaluating teaching
performance (2000)
Departmental co-ordinator for MBA research projects (2000-2001)
Participated in the Commerce focus sessions on “staff feedback provided on
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student work” (2000)
Nominated for the NZQA evaluation panel of the MSc program in Project
Management (2001)
Course co-ordinator, FINC 203 (2000-2006)
Course co-ordinator, BUSI526 ( 1991-2008)
Course co-ordinator, FINC406 (since 2002)
(d) Professional Development Achievements
Attended the HEDC workshop on “providing quality postgraduate
supervision”, October 2011
Attended the HEDC training programme on scholarship development and
career planning for academic staff, May 2009
Attended the HEDC workshop for Heads of Academic Departments on
promotion, progression, confirmation, and scholarship development, March
2007
Attended the HEDC workshop on how to develop research culture in the
department, June 2007
Attended the HEDC workshop on “Managing People”, June 2007
Attended the HEDC Performance Development Reviewer’s training program,
2007
Completed the computer training program on Course Info overview conducted
by ITS, University of Otago, 2000
Completed the course on Project Management conducted by NZIM, 2000
PhD in Systems Engineering, 1986
MEng in Systems Engineering, 1983
MSc in Applied Statistics, 1977
DipStat in Statistics, 1975
BSc (First Class Honours), 1973
GSQ- won an award for excellent performance at the General Science
Qualifying examination, University of Kelaniya, Sri Lanka. This award was
given to the four best students selected from among all the national
Universities in Sri Lanka, 1970
9. Student Evaluation of teaching (last three years)
See Otago teaching profile
10. Publications
(a) Books
Premachandra, I.M., A Simplified Guide to Excel, Post Graduate Institute of
Management, Sri Lanka (1999) 184 p [ISBN: 955-9054-30-9]
Premachandra, I.M., A Simplified Guide to LOTUS 123, Post Graduate Institute of
Management, Sri Lanka (1988) 191 p [ ISBN : 955-9054-00-7]
Premachandra, I.M., A Comprehensive Guide to dBASE III PLUS, Post Graduate
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Institute of Management, Sri Lanka (1988) 216p
[ISBN: 955-9054-05-8]
(b) Book Chapters
Premachandra, I.M., Joe Zhu, John Watson, and Don U.A. Galagedera, A book chapter:
Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach,
Data Envelopment Analysis: A Handbook of Empirical Studies and Applications, Edited
By Joe Zhu, 2014 (accepted for publication) [ Some parts of this paper are based on our paper
entitled Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage
DEA model for efficiency decomposition, Journal of Banking and Finance, Vol.36, 12, 2012, p 3302-
3317. Wrote the entire manuscript jointly with the co-authors]
(c) Refereed Journal Articles ( ABDC ranking of journals is according to 2013 list)
Chair Person, NZ Finance Colloquium, February 2013.
New Zealand Finance Colloquium | PhD Symposium - 2013 Programme
Discussant of the paper entitled “Intra-Regional Credit Contagion and Global Systemic Risk in International Sovereign Debt Markets” by Wu, E., Kalotychou, E., Remolona, E, The Second Conference on Global Financial
Stability and Prosperity, July 2013, Sydney], www.asb.unsw.edu.au/igf
Editorial Board Member of the “Theoretical Economics Letters” (ISSN: 2162-
2078 ) since 2013. This is an open access peer reviewed journal with an
impact factor of 0.31. See http://www.scirp.org/journal/tel/
Associate Editor, Sri Lankan Journal of Applied Statistics ( ISSN: 1391-4987
) since 2012. This is a new and an open-access, double-blind, peer reviewed
international journal published by the Institute of Applied Statistics, Sri Lanka.