Linkage Projects - Grant ID: LP0882276

Funding Activity

Website
https://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0882276

Funding Status
Closed

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Funded Activity Summary

Robust Optimal Asset Liability Management via Stochastic Control Theory. The Australian federal and state governments are strongly exposed to the Australian and international investment markets, either directly or through entities such as the Future Fund, state-owned insurers and superannuation schemes. Additionally, the investment pool represented by individual Australian's superannuation savings managed by non-government organisations is significant. Robust and effective management of these assets in order to meet future liabilities of these funds are essential to a stable Australian economy. This research has the potential to be a key component of reliable investment management, helping make Australia an important investment hub.

Funded Activity Details

Start Date: 01-01-2008

End Date: 31-12-2010

Funding Scheme: Linkage Projects

Funding Amount: $153,762.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Numerical and Computational Mathematics | Systems Theory And Control | Optimisation

ANZSRC Socio-Economic Objective (SEO)

Industry policy | Industry costs and structure |

Other Keywords

Industry costs and structure | Industry policy | Numerical and Computational Mathematics | Optimisation | Stochastic Analysis And Modelling | Systems Theory And Control

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