Harvesting risk premia in alternative asset classes and investment strategies
Written on 29 Nov 2018.
New session announced for the seminar on Harvesting risk premia in alternative asset classes and investment strategies
Get a cutting-edge understanding of alternative assets, including a dedicated focus on the future trends in commodity and infrastructure investing
Yale campus (New Haven, CT)
March 25 - March 27, 2019
Investors are increasingly turning to alternative investments to find new ways of enhancing the performance and decreasing the risk of their portfolio, in a context where the benefits of diversification within traditional equity and bond portfolios have declined.
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 manage liquidity, valuation and counterparty risks for portfolio-wide decisions involving alternatives.
This seminar is part of an ambitious high-level program which consists of three seminars that are intended to reflect the major steps in a modern investment process. Participants can complete all three seminars and receive the prestigious joint Yale School of Management-EDHEC-Risk Certificate in Risk and Investment Management, or attend a single session which provides more focused study.
This learning experience will enable particpants to sharpen your skills and broaden your network. On the first evening of each seminar, a cocktail party takes place and you will be immersed in the Yale campus experience.
Three seasoned instructors who combine academic expertise and industry experience: Professor Will Goetzmann, Yale School of Management (Day 1), Professor Geert Rouwenhorst, Yale School of Management (Day 2), Professor Frédéric Blanc-Brude, EDHEC Infrastructure (Day 3).
This seminar will enable participants to:
- Analyse various alternative investment vehicles, including real estate, private equity, hedge funds, infrastructure and commodities
- Discuss the celebrated Yale model
- Understand underlying infrastructure assets and learn about the existing track record of listed and unlisted infrastructure investment solutions
- Develop an understanding of the concepts and tools for evaluating and implementing the new paradigm of equity strategies such as smart beta
- Learn about applicable pricing and risk models for infrastructure project debt and equity investments
- Explore the major global trends in commodities trading, production and demand
- Understand the fundamental interconnection between spot and futures markets
For further information and registration, please contact Caroline Prévost, EDHEC-Risk Institute at [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.
