New approach to testing Merton's intertemporal asset pricing model to enhance risk management and reduce complexity in financial markets globally [ 2012-01-05 - 2016-12-31 ]

Research Grant

Researchers: Dr Mahmuda Akhtar (Discovery Early Career Researcher Award)

Brief description New approach to testing Merton's intertemporal asset pricing model to enhance risk management and reduce complexity in financial markets globally. Asset mispricing during the global meltdown caused $127 trillion losses worldwide. This novel, forefront asset pricing approach will enable vastly improved understanding of financial market risk-return trade-offs, thereby allowing more informed advice to investors, vital to Australia's aging population who rely so critically on their investments.

Funding Amount $375,000

Funding Scheme Discovery Early Career Researcher Award

View this grant in the ARC Data Portal