Professor Shukla’s primary research interests are in the areas of investments, asset pricing, and methodological issues.
Selected Publications
"The Value of Active Portfolio Management," Journal of Economics and Business, Volume 56, Issue 4, July-August 2004, 331–346.
"Mutual Fund Objective Misclassification," Journal of Economics and Business, Volume 52, Issue 4, July 2000, 309–323, (with Kim, M. and Tomas, M).
"Do Locals Perform Better than Foreigners?: An Analysis of UK and US Mutual Fund Managers," Journal of Economics and Business, Volume 47, Number 3, August 1995, 241–254, (with van Inwegen, G.).
"Are CFA Charterholders Better Equity Fund Managers?" Financial Analysts Journal, Volume 50, Number 6, November/December 1994, 68–74, (with Singh, S.).
"Persistent Performance in the Mutual Funds Market: Tests with Funds and Investment Advisers." Review of Quantitative Finance and Accounting, Volume 4, Number 2, June 1994, 115–135, (with Trzcinka, C.).
"Performance Measurement of Managed Portfolios." Financial Markets, Institutions and Instruments, Volume 1, Number. 3, October 1992, (with Trzcinka, C).
"Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors." Journal of Finance, Volume XLV, Number 5, December 1990, 1541–1564, (with Trzcinka, C).
Selected Publications- "The Value of Active Portfolio Management", Journal of Economics and Business, Volume 56, Issue 4, July-August 2004
- "Application of Binomial Option Pricing Methodology to Explain Stockholder-Bondholder Conflict", Journal of Applied Finance, Volume 11, Number 1, 2001, (with Narayanaswamy, C.R. and Schirm, D.)
- "Mutual Fund Objective Misclassification", Journal of Economics and Business, Volume 52, Issue 4, July 2000, (with Kim, M. and Tomas, M.)