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2026 ARDC Annual Survey is now open!

The Australian Research Data Commons (ARDC) invites you to participate in a short survey about your interaction with the ARDC and use of our national research infrastructure and services. The survey will take approximately 5 minutes and is anonymous. It’s open to anyone who uses our digital research infrastructure services including Reasearch Link Australia.

We will use the information you provide to improve the national research infrastructure and services we deliver and to report on user satisfaction to the Australian Government’s National Collaborative Research Infrastructure Strategy (NCRIS) program.

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Field of Research : Investment and Risk Management
Research Topic : Risk factor
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  • Funded Activity

    Discovery Projects - Grant ID: DP170101227

    Funder
    Australian Research Council
    Funding Amount
    $369,000.00
    Summary
    Liquidity in financial markets. This project aims to develop a theory which models the effect of liquidity on option prices under different market conditions. Economic or financial crises are inevitable and affect economics. During or after a major financial crisis, market liquidity usually becomes risky and needs to be studied. Through both empirical and theoretical explorations, this project will quantify and measure liquidity risk and its effect on the options markets. It will develop a frame .... Liquidity in financial markets. This project aims to develop a theory which models the effect of liquidity on option prices under different market conditions. Economic or financial crises are inevitable and affect economics. During or after a major financial crisis, market liquidity usually becomes risky and needs to be studied. Through both empirical and theoretical explorations, this project will quantify and measure liquidity risk and its effect on the options markets. It will develop a framework to help market regulators manage illiquidity, enhance the efficiency of option trading in illiquid markets and help in the detection of market manipulation.
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    Funded Activity

    Linkage Projects - Grant ID: LP100100212

    Funder
    Australian Research Council
    Funding Amount
    $87,902.00
    Summary
    The adequacy and sustainability of self-managed superannuation funds: Governance, performance, asset allocation, fee structure and compliance. This project will provide research to aid decision makers in policy formation and setting on governance, regulatory and performance issues relating to Self-Managed Superannuation Funds (SMSFs), which now make up the largest proportion of superannuation assets, accounting for over 30% of the total $1.1 trillion of superannuation assets in Australia. Empir .... The adequacy and sustainability of self-managed superannuation funds: Governance, performance, asset allocation, fee structure and compliance. This project will provide research to aid decision makers in policy formation and setting on governance, regulatory and performance issues relating to Self-Managed Superannuation Funds (SMSFs), which now make up the largest proportion of superannuation assets, accounting for over 30% of the total $1.1 trillion of superannuation assets in Australia. Empirically driven advice to the Government and the general community on these issues is of substantial importance given the need for retirees to be self-financing and the current adverse conditions experienced in today's financial environment. Research stemming from this project will highlight the value proposition SMSFs may or may not be providing to the superannuation industry.
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    Funded Activity

    Discovery Projects - Grant ID: DP110102884

    Funder
    Australian Research Council
    Funding Amount
    $369,431.00
    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.
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