Direct access to content

Version Française

EDHEC Business School

Cette page en français EDHEC Business School version PDF

Alternative Asset Allocation Seminar

from April 11, 2012 to April 13, 2012
Between 11/04/2012 08:30 AM and 13/04/2012 05:30 PM

The Alternative Asset Allocation Seminar is an intensive three-day course that will impart advanced concepts and practical tools for optimal construction and risk management of multi-style multi-class portfolios. It will also enable participants to derive the full benefits of real assets for asset management and asset-liability management (ALM) while controlling for their specific risks.

Presented in a highly accessible manner by a team of instructors with established reputations for bringing together academic expertise and industry experience, the seminar combines exploration of innovative models, concepts, and themes, presentation of state-of-the-art practical tools, and examination of best industry practices.

The first day of the seminar introduces the state-of-the-art in multi-style multi-class portfolio management. It analyses the risks and return drivers and the conditional performance of the various alternative asset classes and strategies. It shows how to deal with non-Gaussian returns, illiquid assets, and flawed data and to account for extreme risks in multi-style multi-class portfolio optimisation. It presents qualitative techniques to control asset-class exposures and manage liquidity, valuation, and counterparty risks, and surveys quantitative tools for portfolio-wide risk management.
 
The second day of the seminar focuses on asset allocation to real assets. It examines the short- and long-term inflation-hedging characteristics of real and financial assets. It then shows how to use real assets to optimise strategic asset allocation in both asset-only and asset-liability management (ALM) contexts, paying particular attention to the impact of inflation regimes. It concludes with a review of tactical asset allocation with real assets that emphasises macro-momentum approaches.
 
The final day of the seminar explores new frontiers in alternative investments. It looks at volatility products and strategies and assesses the potential of volatility as an emerging asset class, reviewing its diversification and downside- risk-hedging properties. It explores infrastructure investing, analyses the risk/return profile and unique characteristics of the various infrastructure sub-sectors, reviews alternative investment approaches and vehicles, discusses portfolio construction issues and infrastructure programme management, and concludes with an examination of direct and indirect infrastructure investing strategies and case studies.
 
Further details about the seminar are available here.
Type :
Seminar
Contact :
Mlanie Ruiz
Location(s) :
New York
Millenium Hilton, 55 Church Street, 10007 New York, United States

Finance


  • Linkedin
  • RSS
Follow us