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Amsterdam Institute of Finance

Cutting-Edge Asset Management

Cutting Edge Asset Management program | Amsterdam Institute of Finance
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Description

Cutting-Edge Asset Management is a unique training program for asset management professionals. It is the only asset management program in the world that is academically structured and also brings in the current market conditions and up-to-date knowledge. The program provides the participants with a greater ability to see what the future has in store and to have a well-informed conversation on key topical asset management issues (e.g. factor investing, private equity, and fintech).

The program gives you - as a participant - the big picture to help you understand where all the current conversations are coming from – their ins and outs. It is efficiently structured, covering all relevant topics in just two days.

Minimal knowledge of financial markets is assumed.

How you will benefit

  • Get up to date with the latest developments and trends within the asset management industry
  • Understand the pitfalls of current practices
  • Learn to allocate assets in a systematic, rigorous and cost-efficient way
  • Understand both the theory and empirical evidence behind the business case of robot investing
  • Understand the unique and serious challenges of illiquid assets
  • Learn how to design superior and coherent benchmarks in liquid and illiquid assets
  • Understand the growth of the ETF industry, of passive investing, of smart beta, and of private equity
  • Gain confidence in investing in this low interest environment

Content

LIQUID ASSETS

How should financial markets function?

  • Market efficiency
  • Active versus passive management
  • Technical analysis
  • Losers game
  • Evaluation of investment opportunities
  • Arbitrage
  • Short selling
  • Diversification
  • Rebalancing premium

Goal based investing

  • Mean-variance optimization
  • Life cycle portfolios
  • Efficient frontier
  • Risk parity
  • Asset liability matching
  • Tax optimization
  • Goal based investing
  • Fintech
  • Tailored portfolios
  • Risk management
  • Hedging

Professionals?! What professionals?

  • Performance evaluation
  • Non-linear risk and benchmarks
  • Closet indexers
  • Survivorship bias
  • Incubation
  • Sharpe ratio
  • Conflicts of interest and scandals
  • ETFs
  • Fintech

*How financial markets do function? *

  • Factor investing
  • Limits to arbitrage
  • Data mining
  • Back testing
  • Value investing
  • Momentum
  • Asset growth
  • Unexpected earnings and profitability factors
  • Minimum-volatility portfolios
  • Smart beta
  • Factor based investing

*Talk and dine with a disruptor: Adina Grigoriu *

Adina Grigoriu, founder of Active Asset Allocation, will present her views on the current landscape in asset management and how her Fintech company seeks to address optimal portfolio allocation in the current environment.

ILLIQUID ASSETS

Round-the-world trip of asset allocation strategies

  • Private equity
  • Infrastructure
  • Real assets
  • Real estate
  • Timber
  • Yale endowment model
  • Canadian model
  • Private partnerships
  • In-sourced asset management

*Illiquid asset returns: so high, so good? *

  • Private equity
  • Leveraged buyouts
  • Benchmarking illiquid assets
  • Internal rate of return
  • Public market equivalent
  • Factor investing with illiquid assets

Illiquid myths

  • Volatility of illiquid assets
  • Evaluating diversification benefits of illiquids
  • Alignment of interests
  • Fee structures
  • Risk measurement for illiquid assets
  • Performance persistence
  • Illiquidity premium
  • Carried interest
  • Catch up
  • Hurdle rates
  • Limtied partnership agreements
  • Portfolio company fees

The Yale model is dead?! Are we all Canadians now?!

  • Disintermediation
  • Co-investment
  • Direct investing
  • Human resource decisions as implicit asset allocation choices
  • Secondary market for private equity fund stakes
  • Fire sales
  • Commitment risk

Who should attend

Cutting-Edge Asset Management will benefit a broad range of professionals. The program primarily targets asset owners (family offices, endowments, pension funds) and everyone else with an interest in their issues (from journalists and regulators, to asset managers and other financial intermediaries).

Minimal knowledge of financial markets is assumed.

Experts

Ludovic Phalippou is an Associate Professor of Finance at Saïd Business School, University of Oxford, who specialises in private equity. His research papers have been cited more than 1,000 times according to Google scholar, presented in over 50 university seminars around the world, downloaded ove...

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