Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP200103549
Funding Status
Active
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Funded Activity Summary
Diversification failures and improved measures of uncertainty. The project aims to develop new statistical tools, applicable when the conventional paradigm that diversification reduces risk fails and when textbook approaches to risk quantification severely under-report risk. The new tools enhance our capacity to build and manage natural, social and human-made systems in uncertain environments. Our effective response to many threats including financial crises and natural events, depends on this capacity. Thus, the expected benefits in the form of more reliable and robust risk analytics will accrue when they are most needed.Funded Activity Details
Start Date: 10-2020
End Date: 12-2024
Funding Scheme: Discovery Projects
Funding Amount: $305,400.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Econometric and Statistical Methods | Investment and Risk Management | Banking, Finance and Investment | Financial Econometrics
ANZSRC Socio-Economic Objective (SEO)
Expanding Knowledge in Commerce, Management, Tourism and Services | Expanding Knowledge in Economics | Finance Services |
