Multi Asset Investment Products & Solutions Seminar (New Haven, CT)

March 21 – 23, 2017

Day 1: Risk and asset allocation decisions 
Day 2: Liability-driven and goal-based investing solutions 
Day 3: Exploiting predictability in asset class and active management returns

The aim of this three-day seminar is to equip participants with practical tools to improve asset allocation and risk management decision processes, and to implement novel investment management approaches.

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 customisation 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
  • Discuss the benefits of factor timing strategies

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Yale School of Management
165 Whitney Avenue
New Haven, CT 06511
United States

Program Information

Advanced Risk and Investment Management

Incorporate the latest research advances and state-of-the-art practices into your investment business. These seminars are designed for senior investment professionals who need to cope with an environment of unprecedented change and volatility, while charting a course toward appropriate risk-adjusted returns.