The Management of Asymmetric Risk in a Modern Investment Portfolio

现代投资组合中的不对称风险管理

• 批准号: LP0882517
• 负责人: Prof Timothy Brailsford
• 金额: $ 10.91万
• 依托单位: The University of Queensland
• 依托单位国家: 澳大利亚
• 项目类别: Linkage Projects
• 财政年份: 2008
• 资助国家: 澳大利亚
• 起止时间: 2008-01-01 至 2011-09-09
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LP0882517
• 关键词: Management; Asymmetric; Risk; Modern; Investment

Due to compulsory superannuation legislation, the future lifestyle of all Australians is dependent upon the successful management of investment funds. A large component of funds management is risk management. This project will generate practical management tools to enable portfolio managers to significantly enhance their risk-management strategies. A direct link between risk management and performance drives funds managers to carefully manage their risk exposure. Any developments that reduce the risk of a portfolio will ultimately enhance portfolio returns. Higher returns on superannuation investments will result in an improved future standard of living for all Australians.

由于强制性养老金立法，所有澳大利亚人未来的生活方式取决于投资基金的成功管理。资金管理的一个重要组成部分就是风险管理。这个项目将产生实用的管理工具，使投资组合经理能够显著增强他们的风险管理战略。风险管理与业绩之间的直接联系促使基金经理谨慎地管理其风险敞口。任何降低投资组合风险的发展都将最终提高投资组合的回报。养老金投资的更高回报将改善所有澳大利亚人未来的生活水平。