New EDHEC-Risk Advances in Asset Allocation online course

Written on 15 Apr 2020.

Obtain the EDHEC-Risk Certificate in Advances in Asset Allocation through its online course

EDHEC-Risk Institute is pleased to announce the launch of the Advances in Asset Allocation Online Course: From Investors’ Problems to Investment Solutions.

The Investment Solutions course is an introduction to the conceptual, technical and implementation challenges involved in the design of innovative forms of welfare-improving investment solutions, building upon the expertise developed within EDHEC-Risk Institute over the last 15 years. Participants in this seminar series will be able to acquire the EDHEC-Risk Institute Certificate in Advances in Asset Allocation.

The course is taught by a seasoned instructor who combines academic expertise and industry experience: Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute, PhD U.C. Berkeley.

Exploring the new generation of factor investing and goal-based investing techniques

The seminar will cover the following sections:

Module 1: Diversification

Harvesting of risk premia across and within asset classes
Factor investing for multi-asset portfolios
Factor investing in equity markets

Module 2: Hedging

Liability/Goal-Hedging Portfolios
Liability-Driven Investing
Long-Term Investment Strategies

Module 3: Insurance

Benefits of Non-Linear Payoff
Risk-Controlled Liability-Driven Investing Strategies
Goal-Based Investing and Applications to Retirement Investing

The digital material is made up of videos, lecture notes and technical supplements which cover a set of concepts and techniques that are most relevant in asset allocation and portfolio construction decisions.

We are delighted to offer top-quality executive education course based on the exceptional strength and relevance of academic research conducted by EDHEC-Risk faculty. The aim of this seminar will be on equipping learner to help them improving their investment process through relevant academic insights in the area of Diversification, Hedging and Insurance.
Caroline Prévost, Manager, Executive Education

More details on our web page: https://risk.edhec.edu/advances-asset-allocation-online-course

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.

About EDHEC-Risk Climate Impact Institute

Marking the priority assigned by the School to sustainability issues and building on its research programmes exploring the relationships between climate change and finance, EDHEC-Risk Institute became EDHEC-Risk Climate Impact Institute in October 2022. The Institute's mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies. The Institute’s research programmes explore the relationships between climate change and finance and our key ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts.