YALE SOM-EDHEC-RISK HARVESTING RISK PREMIA IN ALTERNATIVE ASSET CLASSES AND INVESTMENT STRATEGIES SEMINAR (3 DAYS)

Presentation

The “Harvesting risk premia in alternative asset classes and investment strategies” seminar has been designed to offer participants an in-depth discussion of alternative assets, commodity investing as well as the future of infrastructure investment.

Investors are increasingly turning to alternative investments to find new ways of increasing the performance and decreasing the risk of their portfolio, in a context where the benefits of diversification within traditional equity and bond portfolios have decreased. Broadly speaking, this seminar shows how to deal with non-Gaussian returns, illiquid assets, and flawed data. It also presents qualitative and quantitative techniques to control asset-class exposures, and manages liquidity, valuation and counterparty risks for portfolio-wide decisions involving alternatives.

Day 1: Foundations and recent research advances in private equity, hedge funds, real estate and fine art
Day 2: Commodities: Investment narrative and fundamentals of commodity investing
Day 3: Infrastructure: Investment narrative, asset pricing and performance measurement

Date

Monday 05/02/2018 - Wednesday 07/02/2018

9:00 am - 5:00 pm (7) ET

Place

Yale School of Management, 165 Whitney Avenue New Haven, CT 06511-3729

Contact us

EDHEC-Risk Institute

[email protected]

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.

About EDHEC-Risk Climate Impact Institute

Marking the priority assigned by the School to sustainability issues and building on its research programmes exploring the relationships between climate change and finance, EDHEC-Risk Institute became EDHEC-Risk Climate Impact Institute in October 2022. The Institute's mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies. The Institute’s research programmes explore the relationships between climate change and finance and our key ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts.