Discovery Projects - Grant ID: DP180104120

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP180104120

Funding Status
Closed

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Funded Activity Summary

The role of asymmetric dependence on Australian firms' cost of capital. This project aims to reframe the cost-of-capital estimation to incorporate asymmetric dependence (AD), and explore the economic loss caused by omitting AD. Asymmetric Dependence describes the phenomenon whereby the dependence between a stock and the market differs during downturns compared with market upturns. This is significant because portfolio diversification fails at the very moment that investors need it most. This project will explore how firms can strategically innovate and evolve in order to manage their exposure to AD and hence reduce their cost of capital. This will provide significant benefits, such as lowering the cost of capital of Australian firms and to increase their productivity.

Funded Activity Details

Start Date: 01-01-2018

End Date: 31-12-2020

Funding Scheme: Discovery Projects

Funding Amount: $328,060.00

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

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