Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar
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The third seminar of the series, entitled “Harvesting risk premia in alternative asset classes and investment strategies” 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.
Participants can complete all three seminars and receive the joint Yale School of Management-EDHEC-Risk Certificate in Risk and Investment Management, or attend a single session which provides more focused study.
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
Key Learning Objectives
- 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 investments solutions
- 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
Who should attend
The seminar series are intended for senior officers, investment specialists, and administrators working for buy- and sell-side institutions, and for consultants and key account representatives advising high net worth individuals and institutional investors.