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Research Thesis Topic

Meta-analytical Testing of Asset Allocation Theory Using Historical Investment Data

Topic ID:
208
Thesis Topic/Title:
Meta-analytical Testing of Asset Allocation Theory Using Historical Investment Data
Description

This topic was identified as an area for future research in the prospective Supervisor's PhD thesis. The aim is to gather all theories and theory-based methods of asset allocation and quantify their comparative impact on optimising an investment portfolio's return-risk performance using historical investment data. It will require a good understanding of financial/economic mathematics on the part of the student as well as access to databases such as Datastream.

Principal Supervisor

Dr Lujer Santacruz

Associate Supervisors
Research Affiliations
  • School of Business
Field of Research
  • Applied Economics
  • Banking, Finance and Investment
Available Academic Programs
  • Doctor of Philosophy (DPHD)
Application Open Date
15/07/2016
Application Close Date
31/12/2019
USQ Scholarship Applications
Yes
Pre-approved for Ethics
Not Applicable
Admission Requirements

Please review the admission requirements for the academic program associated with this Thesis Topic


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