Discovery Projects - Grant ID: DP240100277

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP240100277

Funding Status
Active

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Funded Activity Summary

Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understanding of the pricing of risk. Additionally, the proposed tools are anticipated to have broad applications, such as corporate finance and fraud detection, and offer significant value to finance research and its stakeholders, such as the Australian asset management industry and government regulatory bodies.

Funded Activity Details

Start Date: 01-01-2024

End Date: 31-12-2026

Funding Scheme: Discovery Projects

Funding Amount: $305,450.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Investment and risk management | Banking finance and investment

ANZSRC Socio-Economic Objective (SEO)

Other Keywords

Banking finance and investment | Investment Services (Excl. Superannuation) | Investment and risk management | Superannuation and Insurance Services

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