Insight from 2 world-class thought leaders
Insight from 2 world-class thought leaders on multi-asset investment products and solutions
Written on 06 Jun 2019.
Over the last 15 years or so, the investment industry has experienced a series of profound structural changes, and an increasing number of serious new challenges are being faced by both institutional and individual investors as a result of these changes. The investment management industry is actually currently experiencing a profound industrial revolution, which results from the confluence of historically powerful forces. These forces imply a dramatic acceleration in the pace of change on the following two main dimensions, which are reminiscent of industrial revolutions that have impacted other industries: mass production and mass customization.
The Multi-Asset Investment Products & Solutions seminar will be held in New Haven on 16-18 July, 2019:
Day 1: Factor Investing and Risk Allocation Decisions in the Presence of Liability Constraints;
Professor Lionel Martellini, Director of EDHEC-Risk Institute
Day 2: Life-Cycle Investment Strategies and Goal-Based Investment Solutions;
Professor Lionel Martellini, Director of EDHEC-Risk Institute
Day 3: Exploiting Predictability in Asset and Factor Returns
Professor Stefano Giglio, Yale School of Management
Seminar Key Learning Objectives
- Learn how to perform factor investing and risk allocation
- Develop an understanding of strategic asset allocation in the presence of liability constraints
- Assess how to overcome effect of estimation error by imposing better constraints
- Understand how to implement liability-driven investment solutions with cash and derivatives instruments
- Learn about goal-based investing strategies in institutional and private wealth management
- Identify affordability conditions for essential and aspirational goals
- Discuss implementation and mass customization challenges for individual investment solutions
- Explore novel welfare-improving forms of investment solutions
- Discuss an application to the design of efficient retirement solutions
- Learn the evidence on return predictability
- Discuss the models, techniques and applications of active multi-asset allocation strategies
- Review the evidence on identifying active managers who are most likely to outperform
More on the Yale School of Management – EDHEC-Risk Certificate in Risk and Investment Management
More on the Multi-Asset Investment Products & Solutions seminar
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.
