Department of Finance

3 Not started
31 Finished
33 Active

50 - 67 out of 67 results

Finished

ARC LP: Reshaping superannuation practice in Australia using big data analytics
Xu, G. & He, X.
1/07/18 → 31/12/21
Project: Governmental Research Project
Risk management in energy futures market
Käppi, J. V.
1/01/17 → 28/02/20
Project: Internal Research Project
Theory and applications of statistical arbitrage
Goncu, A.
1/12/16 → 30/11/19
Project: Internal Research Project
Liquidity in the order-driven Chinese stock market
Ye, Q.
1/04/16 → 31/07/19
Project: Internal Research Project
The Components of Illiquidity Costs in China’s Stock and Stock Index Futures Markets
Tao, J.
1/11/15 → 31/01/18
Project: Internal Research Project
Higher‐order moments and expected return: Background risk and uncertainty
Chng, T. S.
1/07/15 → 31/12/17
Project: Internal Research Project
Stochastic Modelling of Natural Gas Consumption
Goncu, A., Zhang, N. & Liu, F.
1/08/13 → 31/12/15
Project: Governmental Research Project
ARC DP: Asset Pricing with Social Interactions, Adaptive Learning, and Differences in Opinion
He, X., Shi, L. & Li, Y.
1/01/13 → 31/12/15
Project: Governmental Research Project
NSFC: On the Dynamics of the Securities Market under Complex Information Environments: from Micro to Marco
Zhang, W. & He, X.
1/01/13 → 31/12/18
Project: Governmental Research Project
Sensitivity Analysis in Financial Engineering Problems
Goncu, A.
1/12/12 → 31/12/13
Project: Internal Research Project
Modeling and pricing weather derivatives in China
Goncu, A.
1/02/12 → 31/03/13
Project: Internal Research Project
Clearinghouses’ Margin Setting in Futures Markets
Tao, J.
1/02/12 → 31/12/14
Project: Internal Research Project
ARC DP: Double Auction Markets with Heterogeneous Boundedly Rational Traders
Chiarella, C. & He, X.
1/01/11 → 31/12/13
Project: Governmental Research Project
ARC DP: Dynamic Asset Pricing and Portfolio Decision Rules under Heterogeneous Expectations and Adaptive Learning in Continuous Time
He, X. & Chiarella, C.
1/01/07 → 31/12/09
Project: Governmental Research Project
ARC DP: A New Paradigm of Financial Market Behaviour
Chiarella, C. & He, X.
1/01/04 → 31/12/06
Project: Governmental Research Project
ATN: Asset Price, Wealth Dynamics and Microscopic Simulation Under Heterogeneous Expectations
Chiarella, C. & He, X.
1/01/02 → 31/12/02
Project: Governmental Research Project
AC3 CMCRC: Research Program in Computational Finance
Hall, T. & He, X.
1/01/01 → 31/01/03
Project: Governmental Research Project