Discovery Projects - Grant ID: DP110103260

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP110103260

Funding Status
Closed

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Funded Activity Summary

Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach. This project will assess whether hedge funds pose a significant systemic risk for Australia and the impact of asymmetric dependence on portfolio choice involving hedge funds. The project is timely and important as it is aimed at protecting Australia's financial system.

Funded Activity Details

Start Date: 01-01-2011

End Date: 30-06-2016

Funding Scheme: Discovery Projects

Funding Amount: $225,048.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Investment and Risk Management | Banking, Finance and Investment | Financial Econometrics

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Commerce, Management, Tourism and Services | Finance Services |

Other Keywords

Banking, Finance and Investment | Expanding Knowledge in Commerce, Management, Tourism and Services | Finance Services | Financial Econometrics | Investment and Risk Management

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