New EDHEC-Risk Advances in Asset Allocation online course

Written on 15 April 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:



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