The research activities undertaken under the aegis of the Investments and Funds Management program include:
- Predicting time-series and contemporaneous relationships between multiple asset classes
- Implementing optimal asset-allocation decisions across multiple asset classes
- Exploring the usefulness of alternate performance metrics
- An assessment of the impact of derivatives on Australian equity fund performance and risk
- The relationship between the volatility of managed fund returns and market volatility
- An examination of the causal relationships between managed fund flows and returns
- Momentum investing and the asset allocation decisions of Australian fund managers
- Investment opportunities, global integration, international capital flows and price movements in emerging stock markets
- The value of growth and risk in the Australian stock market
- Dynamic portfolio allocation in conditions of global investment uncertainty
- Hedging in portfolio management
- Asymmetric financial risk exposure: Measurement and determinants in the global market
- Examination of the premiums of world equity benchmark funds
- The role of alternative investments as part of a long-term investment portfolio
