International University of Monaco

Academic Programs > Master Programs > MFIN > The Hedge Fund Research Institute

The Hedge Fund Research Institute

The Hedge Fund Research Institute (www.hfri.org) is an academic research center located at IUM and sponsored by Alpstar Management. Its aim is to develop the understanding of the hedge fund industry through research, education, and public events.

The Institute brings together academics, practitioners, and students to discuss and research the hedge fund industry. It seeks to develop innovative solutions to problems and focuses on the future outlook for the industry. Hedge Fund Research Institute members are specialists from a wide spectrum of different disciplines including finance, mathematics, economics, and information technology.

The Institute benefits from excellent facilities including a trading room with Bloomberg and Reuter's stations, various financial databases, risk management, and econometrics software. Dedicated lines to the Alpstar computer center in Geneva allow further access to specialized databases and a sharing of research efforts.

Current areas of research - involving a number of IUM faculty members as well as outside researchers - focus on structured credit trading such as asset swaps, credit spread options, collateralized debt obligations, and defaults baskets.

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