Discovery Projects - Grant ID: DP0773776

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0773776

Funding Status
Closed

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Funded Activity Summary

Dynamic Asset Pricing and Portfolio Decision Rules under Heterogeneous Expectations and Adaptive Learning. The outcomes of this project will provide two benefits to Australian financial market researchers in academe, in industry and financial market regulators. First, a better theoretical and empirical foundation for understanding and analysing optimal portfolio decision rules in a setting that captures many realistic features of market behaviour such as heterogeneity of investor types and adaptive behaviour by market participants. Second, new tools to more effectively understand and manage portfolio risk in financial markets. Consequently Australia will have a more efficient and competitive financial system. It also has the potential to lead to the development of more finance related industries such as financial market software.

Funded Activity Details

Start Date: 01-02-2007

End Date: 31-12-2010

Funding Scheme: Discovery Projects

Funding Amount: $400,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Banking, Finance and Investment | Banking, Finance And Investment Not Elsewhere Classified

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services |

Other Keywords

Banking, Finance And Investment Not Elsewhere Classified | Banking, Finance and Investment | Finance | Finance and investment services | Stochastic Analysis And Modelling

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