Discovery Early Career Researcher Award - Grant ID: DE120101452

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DE120101452

Funding Status
Closed

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Funded Activity Summary

New approach to testing Merton's intertemporal asset pricing model to enhance risk management and reduce complexity in financial markets globally. Asset mispricing during the global meltdown caused $127 trillion losses worldwide. This novel, forefront asset pricing approach will enable vastly improved understanding of financial market risk-return trade-offs, thereby allowing more informed advice to investors, vital to Australia's aging population who rely so critically on their investments.

Funded Activity Details

Start Date: 05-01-2012

End Date: 31-12-2016

Funding Scheme: Discovery Early Career Researcher Award

Funding Amount: $375,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Banking, Finance and Investment | Finance

ANZSRC Socio-Economic Objective (SEO)

Finance Services |

Other Keywords

Banking, Finance and Investment | Finance | Finance Services

Related Links