Research Opportunities at Sloan

Sloan has a project called “The MIT Sloan Sponsored Thesis Project”, a curriculum in which external sponsors propose topics and provide resources for Master’s students seeking to write theses (by the way, the Master’s theses are optional for MFin students).  The research typically takes place over the course of one semester, and may be conducted at MIT or on site at the sponsor’s offices.  There are no restrictions on the kinds of topics that may be proposed for a sponsored thesis, other than they must have sufficient intellectual content to justify a Master’s thesis, and an MIT Sloan faculty member must agree to serve as the faculty advisor and approve the thesis upon completion.  Sponsors are expected to provide support in the form of research funds, data, and periodic access to personnel with expertise in the thesis topic.

Recently I have received the information of a project titled "Risk Measurement and Asset Allocation" with Pension Reserves Investment Management ("PRIM"). The faculty advisors would be Andrew Lo and/or Mark Kritzman. Students are required to evaluate new approaches to risk measurement that extend beyond variance and end-of-horizon probability of loss, thus to develop a rationalization for PRIM’s current asset allocation.

Besides “The MIT Sloan Sponsored Thesis Project”, an MFin student can also get research opportunities through courses of Proseminar of Financial Management and Proseminar of Financial Engineering, which have been introduced in my previous blogpost-About courses, or IAP Finance practicum. Plus we can always be proactive, approach to professors and pitch your research ideas.  

Finally, I have to say: this is only the second week of the spring semester, and I have three cases and one essay due next week. It's so gonna be a FUN weekend!