Harvesting risk premia in alternative asset classes and investment strategies

Written on 29 Nov 2018.

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New session announced for the seminar on Harvesting risk premia in alternative asset classes and investment strategies 


Get a cutting-edge understanding of alternative assets, including a dedicated focus on the future trends in commodity and infrastructure investing

Yale campus (New Haven, CT)

March 25 - March 27, 2019

Investors are increasingly turning to alternative investments to find new ways of enhancing the performance and decreasing the risk of their portfolio, in a context where the benefits of diversification within traditional equity and bond portfolios have declined.

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 manage liquidity, valuation and counterparty risks for portfolio-wide decisions involving alternatives.

This seminar is part of an ambitious high-level program which consists of three seminars that are intended to reflect the major steps in a modern investment process. Participants can complete all three seminars and receive the prestigious joint Yale School of Management-EDHEC-Risk Certificate in Risk and Investment Management, or attend a single session which provides more focused study.

This learning experience will enable particpants to sharpen your skills and broaden your network. On the first evening of each seminar, a cocktail party takes place and you will be immersed in the Yale campus experience.

Three seasoned instructors who combine academic expertise and industry experience: Professor Will Goetzmann, Yale School of Management (Day 1), Professor Geert Rouwenhorst, Yale School of Management (Day 2), Professor Frédéric Blanc-Brude, EDHEC Infrastructure (Day 3).


This seminar will enable participants to:

  • 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 investment solutions
  • Develop an understanding of the concepts and tools for evaluating and implementing the new paradigm of equity strategies such as smart beta
  • 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


For further information and registration, please contact Caroline Prévost, EDHEC-Risk Institute at [email protected]