Written on 29 Nov 2018.
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:
For further information and registration, please contact Caroline Prévost, EDHEC-Risk Institute at firstname.lastname@example.org