Insight from 2 world-class thought leaders
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
