Linkage Projects - Grant ID: LP0454161

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0454161

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

Hedge Funds in Superannuation Portfolios: Are the Returns Worth the Risks? In recent years superannuation funds have delivered negative returns to members due to poorly performing stockmarkets. In striving to achieve higher rates of return, superannuation trustees have commenced allocating retirement savings to a new type of investment opportunity, termed hedge funds. There is a paucity of research about this new type of investment, particularly relating to the non-linear nature of hedge funds returns. This study will investigate the risk and return trade-off of including hedge funds in superannuation portfolios and provide trustees with empirical tools to determine the optimal allocation to hedge funds.

Funded Activity Details

Start Date: 01-01-2004

End Date: 31-12-2008

Funding Scheme: Linkage Projects

Funding Amount: $70,668.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Econometrics | Finance Economics | Financial Institutions (Incl. Banking) | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Macroeconomic issues not elsewhere classified | Consumption |

Other Keywords

Banking, Finance and Investment | Consumption | Finance Economics | Finance and investment services | Financial Econometrics | Financial Institutions (Incl. Banking) | Macroeconomic issues not elsewhere classified

Related Links