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First Prize for ICMA Student Research Paper
Eurekahedge, ICMA Centre November 2006
 

A student at the University of Reading’s ICMA Centre has won a prestigious investment banking prize. Click here to read the research paper “Is there an optimal mix between alpha and beta benefits in hedge fund returns?"

Diana Calin, an MSc student studying International Securities, Investment and Banking at the ICMA Centre, University of Reading, has won the Eurekahedge Prize for the best paper on hedge funds after working on a major project which formed the bulk of her MSc.

Diana, who moved to the UK from her native Romania, received a £10,000 scholarship from the ICMA Centre to study for their MSc in International Securities, Investment and Banking. She graduated in July 2006 with a distinction.

Her project – supervised by Jacques Pezier, Visiting Professor at the ICMA Centre – is an empirical study of Asian hedge funds employing a long/short equity strategy, entitled ‘Is there an optimal mix between alpha and beta benefits in hedge fund returns?’, a title suggested by Eurekahedge.

This project is a significant commitment and is subject to a rigorous academic review. Students who focus their projects on hedge funds are able to access the Eurekahedge database of more than 14,000 alternative funds.

Diana said: “I am delighted at being awarded the Eurekahedge Prize, an accolade that comes in recognition of my merits and of the hard work and dedication that went into producing my research project. This research explored the challenging problem of the evaluation of hedge fund returns, by differentiating between the benefits resulting from manager skill and the ones resulting from risk taking. I would like to thank both Eurekahedge and the ICMA Centre for having the initiative of bridging the gap between the academic and the financial markets.”

“I now hold a Treasury Analyst position within Citibank Romania, after having worked for a short period of time for the Romanian Commercial Bank as an Assistant Manager Corporate."

Eurekahedge became involved with the ICMA Centre in 2005, working on a joint initiative to develop working papers on the hedge fund industry. The motivating factor for this partnership is the combined desire to encourage an appropriate risk management approach to alternative investments while bridging the gap between academic research and applied finance.

Research at the ICMA Centre focuses on quantitative finance, market microstructure, fund management, risk management and regulation; hence papers will focus on topics ranging from statistical analysis to portfolio construction of funds of hedge funds. To assist their research, the academic staff and students at the ICMA Centre now have access to the Eurekahedge database.

The collaboration is set to continue with Eurekahedge offering further use of more databases to ICMA Centre staff and students. This is particularly relevant to the ICMA Centre’s new MSc in Investment Management which has attracted a large number of students for this academic session.

Diana’s project will be published in the Eurekahedge newsletter and she will also receive a copy of Eurekahedge’s ‘Asset Growth Guide’, a resource aimed at helping emerging fund managers as well as established fund managers to develop their businesses. 

Three other students on Diana’s course were also highly commended for their work. They are Antonios Vrailas, Hong Hung Quach and Yiannos Xenophontos.

About Eurekahedge

Eurekahedge is an independent research and consultancy company focusing on alternative investments. We are headquartered in Singapore and have representatives all over the world. We maintain coverage on 14,000 alternative funds globally and disseminate data on over 11,000 alternative funds.

Our global alternative research covers hedge funds, funds of funds, private equity funds, Islamic funds, real estate funds and long-only absolute return funds.

About ICMA Centre

The ICMA Centre, University of Reading has an international reputation for providing quality undergraduate, postgraduate and professional programmes tailored to the capital markets industry. The Centre has recently launched three new degrees – MSc Financial Risk Management, MSc Capital Markets, Regulation and Compliance and MSc Investment Management. These are in addition to their world renowned MSc and BSc in International Securities, Investment and Banking. The ICMA Centre’s success is based not only on the integration of applied finance theory and industry specific training but also its considerable professional and academic expertise, and strong links with companies and trade associations in the global finance industry.

Established in 1991 with funding provided by the International Capital Market Association (ICMA) in Zurich, the Centre is housed in a purpose-built modernist building with state-of-the-art facilities including two dealing rooms using software similar to those found in major investment banks. Due to the fantastic success of the Centre and growing demand for their programmes from a worldwide audience, ICMA are investing a further £5 million expansion to the building which will include an additional 50-seat dealing room, 150-seat lecture theatre as well as new seminar rooms and dedicated research area. The new building is expected to be open for students at the start of the 2008 academic session.

For further information, contact Lucy Ferguson, Senior Press Officer, on +44 118 378 7388 or email L.Ferguson@reading.ac.uk

 

If you have any comments about or contributions to make to this newsletter, please email advisor@eurekahedge.com

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