YALE SOM-EDHEC-RISK HARVESTING RISK PREMIA IN ALTERNATIVE ASSET CLASSES AND INVESTMENT STRATEGIES SEMINAR (3 DAYS)
The “Harvesting risk premia in alternative asset classes and investment strategies” seminar 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.
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