FUTURES

The Efficiency of Futures Markets

 Coordinatore UNIVERSITEIT GENT 

 Organization address address: SINT PIETERSNIEUWSTRAAT 25
city: GENT
postcode: 9000

contact info
Titolo: Ms.
Nome: Saskia
Cognome: Vanden Broeck
Email: send email
Telefono: 3292643124

 Nazionalità Coordinatore Belgium [BE]
 Totale costo 817˙402 €
 EC contributo 817˙402 €
 Programma FP7-PEOPLE
Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013)
 Code Call FP7-PEOPLE-2012-IAPP
 Funding Scheme MC-IAPP
 Anno di inizio 2013
 Periodo (anno-mese-giorno) 2013-05-01   -   2017-04-30

 Partecipanti

# participant  country  role  EC contrib. [€] 
1    UNIVERSITEIT GENT

 Organization address address: SINT PIETERSNIEUWSTRAAT 25
city: GENT
postcode: 9000

contact info
Titolo: Ms.
Nome: Saskia
Cognome: Vanden Broeck
Email: send email
Telefono: 3292643124

BE (GENT) coordinator 136˙248.10
2    RPM RISK & PORTFOLIO MANAGEMENT AB

 Organization address address: NORRMALMSTORG 16
city: STOCKHOLM
postcode: 111 46

contact info
Titolo: Dr.
Nome: Alexander
Cognome: Mende
Email: send email
Telefono: +46 8 440 69 26

SE (STOCKHOLM) participant 549˙726.20
3    QUEEN'S UNIVERSITY BELFAST

 Organization address address: University Road
city: BELFAST
postcode: BT7 1NN

contact info
Titolo: Mr.
Nome: Ronan
Cognome: Crossey
Email: send email
Telefono: +44 2890971165
Fax: +44 2890975182

UK (BELFAST) participant 131˙428.00

Mappa


 Word cloud

Esplora la "nuvola delle parole (Word Cloud) per avere un'idea di massima del progetto.

decisions    sme    futures    managers    staff    financial    academic    university    cooperation    ctas    data   

 Obiettivo del progetto (Objective)

'The project is a cooperation between Ghent University, Belgium, Queen's University Belfast , UK, and the SME Risk & Portfolio Management AB, Stockholm, Sweden. It makes use of a unique, private data set provided by the SME involved. The data is on transactions of futures traders, so-called CTAs. These are often referred to as hedge funds, although the institutional setup and trading mechanisms show substantial differences to these. We will analyze the efficiency of the futures markets (including equity, bond, commodities, and currencies. The data allows to track decisions by individual managers or particular groups of managers. We can therefore on a daily basis observe actions CTAs take.

Objectives of the project are: (i) to utilize this outstanding data set for academic research, aiming at publications in top-journals (ii) to give the SME access to the most recent academic achievemnets. (iii) to strengthen the SME's profile as a research-oriented and quantitative corporation (iv) to make academic staff familiar with the practice of asset management and (v) to establish a long-term cooperation between the partners.

We will achieve this by (i) joint research (ii) a high number of intersectoral secondments in both directions (iii) teaching at the other sector's instittution(s) (iv) a doctroral, education for an SME staff member (v) the recruitment of two experienced researchers to the SME (vi) scientific conferences

As a result - and since all results will be made available to third parties - the project will help to root decisions by the financial sector in science and will on the other hand help to make academic research practically relevant. Furthermore, the position of the European financial sector and European universities will be strenghtened.'

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