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
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
Delve deeper into Multi-Asset Investment Solutions !
Written by Professor Martellini and Vincent Milhau from EDHEC-Risk Institute
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
- Harvesting of risk premia across and within asset classes
- Factor investing for multi-asset portfolios
- Factor investing in equity markets
Module 2 – Hedging
- Liability/Goal-Hedging Portfolios
- Liability-Driven Investing
- Long-Term Investment Strategies
Module 3 – Insurance
- Benefits of Non-Linear Payoffs
- Risk-Controlled Liability-Driven Investing Strategies
- Goal-Based Investing and Applications to Retirement Investing
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.
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
