EDHEC Risk Online Course Advances in Asset Allocation

Asset allocation, Factor investing, Liability-Driven Investing, Goal-based Investing
Get prepared for new challenges in investment management at your own pace and obtain a certificate from a top business school recognised for the value of its finance programmes

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The Investment Solutions course is tailored to be an introduction to the conceptual, technical and implementation challenges involved in the design of innovative forms of welfare-improving investment solutions, building upon the expertise developed within EDHEC-Risk Institute over the last 15 years.

 

Learn to improve your investment process through relevant academic insights in the areas of Diversification, Hedging and Insurance.

This state-of-the-art executive online course offers:

> Strength and relevance of academic research

> Insight from world-class thought leaders

> Cutting-edge investment research and industry practices

> An EDHEC-Risk certificate of completion

 

risk allocation  Factor investing  liability-driven investing goal-based investing  retirement solutions fixed income

 

Delve deeper into Multi-Asset Investment Solutions ! 

Click here to discover the Jacob-Levy 2018 JPM Best Paper Award on Proverbial Baskets are Uncorrelated Risk Factors!

Written by Professor Martellini and Vincent Milhau from EDHEC-Risk Institute

 

Contact us Download brochure Register

 

 

The programme at a glance

The digital material is made up of videos, lecture notes and technical supplements which cover a set of concepts and techniques that we believe are most relevant in asset allocation and portfolio construction decisions.

The material is divided in 3 parts or sections, each related to one form of risk management: Diversification, Hedging, Insurance.

Each part is in turn divided into 3 chapters, hence the total number of 9 chapters and therefore 9 related videos, sets of lecture notes and case studies.

The recommended sequence of actions for each chapter is as follows: first watch the related video, taking the time to stop and take notes as needed, then read the corresponding lecture notes, and dig further with case studies which will  provide you with a practical approach of investment solutions.

You will be able to interact with your peers via discussion forums and put your questions to the EDHEC-Risk team using a simple interface. This is a chance to tap into a broad community of learners from the finance industry.

Faculty and learning objectives

This seminar strikes a balance between exploration of new models and a study of applications. It is presented in a highly accessible manner by an experienced instructor who combine both academic and industry experience.

Director of EDHEC-Risk Institute - Professor

Learning Objectives:

  • Understanding the value of financial risk management in the investment management process
  • Defining the three possible approaches to risk management: diversification, hedging and insurance
  • Introducing liability-driven investing and goal-based investing
  • Understanding the benefits of risk allocation, factor investing and smart betas
  • Understanding improved forms of target-date funds and retirement solutions

Course Structure

Module 1 – Diversification

Module 2 – Hedging

Module 3 – Insurance

  • Benefits of Non-Linear Payoffs
  • Risk-Controlled Liability-Driven Investing Strategies
  • Goal-Based Investing and Applications to Retirement Investing

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Now regarded as Europe’s premier centre for research and education in these fields, EDHEC-Risk Institute plays a noted role in furthering asset allocation concepts and techniques, while systematically highlighting their practical uses to the investment management industry.