Insight from 2 world-class thought leaders on multi-asset investment products and solutions

Written on 06 Jun 2019.


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Over the last 15 years or so, the investment industry has experienced a series of profound structural changes, and an increasing number of serious new challenges are being faced by both institutional and individual investors as a result of these changes. The investment management industry is actually currently experiencing a profound industrial revolution, which results from the confluence of historically powerful forces. These forces imply a dramatic acceleration in the pace of change on the following two main dimensions, which are reminiscent of industrial revolutions that have impacted other industries: mass production and mass customization.

 

The Multi-Asset Investment Products & Solutions seminar will be held in New Haven on 16-18 July, 2019:

Day 1: Factor Investing and Risk Allocation Decisions in the Presence of Liability Constraints;
Professor Lionel Martellini, Director of EDHEC-Risk Institute

Day 2: Life-Cycle Investment Strategies and Goal-Based Investment Solutions;
Professor Lionel Martellini, Director of EDHEC-Risk Institute

Day 3: Exploiting Predictability in Asset and Factor Returns
Professor Stefano Giglio, Yale School of Management

 

Seminar Key Learning Objectives

  • Learn how to perform factor investing and risk allocation
  • Develop an understanding of strategic asset allocation in the presence of liability constraints
  • Assess how to overcome effect of estimation error by imposing better constraints
  • Understand how to implement liability-driven investment solutions with cash and derivatives instruments
  • Learn about goal-based investing strategies in institutional and private wealth management
  • Identify affordability conditions for essential and aspirational goals
  • Discuss implementation and mass customization challenges for individual investment solutions
  • Explore novel welfare-improving forms of investment solutions
  • Discuss an application to the design of efficient retirement solutions
  • Learn the evidence on return predictability
  • Discuss the models, techniques and applications of active multi-asset allocation strategies
  • Review the evidence on identifying active managers who are most likely to outperform

 

More on the Yale School of Management – EDHEC-Risk Certificate in Risk and Investment Management

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