Discovery Projects - Grant ID: DP110102884

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP110102884

Funding Status
Closed

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Funded Activity Summary

New methods for modelling and forecasting risk. The project will develop and assess risk measures and risk forecasting. It will assess why customary measures failed in the financial crisis and develop new and better techniques. The project is unique in terms of the scope and range of methods to be applied and tested. It will be of value to investors, institutions and regulators alike.

Funded Activity Details

Start Date: 04-2011

End Date: 03-2015

Funding Scheme: Discovery Projects

Funding Amount: $369,431.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Investment and Risk Management | Pattern Recognition and Data Mining | Banking, Finance and Investment | Financial Econometrics

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Commerce, Management, Tourism and Services | Expanding Knowledge in Economics | Investment Services (excl. Superannuation) |

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