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Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar
Date(s):
March 25 — 27, 2019
Event Details:
Get a cutting edge understanding of alternative assets, including a dedicated focus on the future trends in commodity and infrastructure investing
The Yale School of Management and EDHEC-Risk Institute run the 2019 edition of the Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies seminar
Yale campus (New Haven, CT)
March 25 - 27, 2019
Course Overview
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.
3 seasoned instructors who combine academic expertise and industry experience will be conducting this 3-day event
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).
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