Implications for New Physics from Fine-Tuning Arguments: II. Little   Higgs Models
  We examine the fine-tuning associated to electroweak breaking in Little Higgs scenarios and find it to be always substantial and, generically, much higher than suggested by the rough estimates usually made. This is due to implicit tunings between parameters that can be overlooked at first glance but show up in a more systematic analysis. Focusing on four popular and representative Little Higgs scenarios, we find that the fine-tuning is essentially comparable to that of the Little Hierarchy problem of the Standard Model (which these scenarios attempt to solve) and higher than in supersymmetric models. This does not demonstrate that all Little Higgs models are fine-tuned, but stresses the need of a careful analysis of this issue in model-building before claiming that a particular model is not fine-tuned. In this respect we identify the main sources of potential fine-tuning that should be watched out for, in order to construct a successful Little Higgs model, which seems to be a non-trivial goal. 
J. A. Casas, J. R. Espinosa and I. Hidalgo