Student projects

The following projects by students on London Business School´s Masters in Finance and MBA programmes focus on various aspects of the hedge fund industry.

Guidance for Potential Sponsors of Student Projects

2008 Projects

Pairs trading across various asset classes - Pitruzzella and Schulz 

Fund of hedge fund business models - Tee Tan

Special situations hedge fund investments - Daniele Solaroli and Tina Mavarki

Risk appetite macro models - Joshua Spinak and Tushar Kulshrestha 

Emerging market timber investment - Brant Spencer and Dan Wang 

Start up hedge funds - Giorgio Vitani 

Option trading strategies - Mei Chou and Himanshu Kher

Seeding and incubation of hedge funds - Nivedita Sharma and Vaggelis Makris 

2006 Projects

Market-Neutral Long/Short Equity Strategy (Case Study in Korea and Taiwan Stock Markets)
Paul Kim

ADR Arbitrage Strategy (Case Study: Korean ADRs)
Joon Ho Lee

2004 Projects

Is Investing Into Hedge Funds Risky?
Radek Mixtaj

David vs. Goliath in Hedge Funds - an analysis of risk and return from investing in young/small versus old/large hedge funds
Richard Mueller

Risks and Returns in Statistical Arbitrage Strategies
Aly Kachra

Japanese Equity Market Neutral Strategy
Shin Shiraki

2003 Projects

Global Prime Brokerage Services
Brandon Gill and Yodia Lo

UK Prime Brokerage: What will Determine the Competitive Edge?
Robert Helszjan

Economic Justification for Successful Use of Technical Analysis in European Equity Markets
Russell Hunt

Portfolio Correlation and Position-Sizing of a Trend-Following Hedge Fund
Olivier Roche

Asset-based Style Factors for European Hedge Funds Raimund Seezholzer

Options on Hedge Funds when Hedge Fund Returns are Correlated with Interest Rates Krishna Sinha and Manu Tripathi

2002 Projects

Hedge Funds in the Italian Regulatory Environment: Implications for an Institutional Investor
Michela Aimar

What is the Optimal Means of Constructing a Portfolio Consisting of Traditional Asset Classes and Hedge Funds?
Gokhan Akan

Hedge Fund Risk Management: Investor Concerns Evelyn Cronin

Can Canadian Pension Funds Benefit From Investing in Hedge Funds? Phillip Large

Portfolio Construction in Fund-of-Hedge-Funds Stuart Slater