Advanced Risk and Investment Management

Validate and Expand your Expertise with this State-of-the-Art Executive Seminar Series in the US and Europe

Yale School of Management is teaming with EDHEC-Risk Institute to deliver a certificate program in advanced techniques for investment management

NEXT SEMINAR

Harvesting Risk Premia in Equity and Bonds Markets 

JUNE 21-23, 2017 | $6,000
LOCATION: London, UK
Enroll Now »

JULY 11-13, 2017 | $6,000
LOCATION: Yale SOM Campus
Enroll Now »

PROGRAM DETAILS

Program fee covers tuition, materials, refreshments at breaks, and lunch – see admissions for details. 
Contact: David Pramer

Download Brochure »

Counts towards 3 CEGB credit days.

The focus of these seminars is on utilising the latest academic insights to help investment professionals better understand and implement advanced investment approaches and methodologies. The seminars provide relevant academic insights with respect to some of the most important dimensions of the investment process, including implementing disciplined risk and asset allocation decisions, efficiently harvesting factor risk premia across and within traditional and alternative asset classes, and designing truly meaningful forms of liability-driven or goal-based investment solutions.

Participants can complete all three seminars and receive the prestigious joint Yale School of Management-EDHEC-Risk Certificate in Risk and Investment Management, or attend a single session which provides more focused study.

  • Who should attend

    The seminar series is intended for senior officers, investment specialists and administrators working for buy- and sell-side institutions, and for consultants and key account representatives advising high net worth individuals and institutional investors.

  • Participating faculty
    Frédéric Blanc-Brude
    Director, EDHEC Risk Institute-Asia
    James Choi
    Professor of Finance, Yale School of Management
    Lionel Martellini
    Professor of Finance, EDHEC Business School Director, EDHEC Risk Institute Senior Scientific Advisor, ERI Scientific Beta
    Will Goetzmann
    Edwin J. Beinecke Professor of Finance and Management Studies, Director of the International Center for Finance, Yale School of Management 
    Frank Zhang
    Professor of Accounting, Yale School of Management
    Justin Murfin
    Associate Professor of Finance, Yale School of Management
    Dominic O'Kane
    Affiliated Professor of Finance, EDHEC Business School
    K. Geert Rouwenhorst
    Robert B. and Candice J. Haas Professor of Corporate Finance & Deputy Director of the International Center for Finance, Yale School of Management
    Nikolaos Tessaromatis
    Professor of Finance, EDHEC Business School
    Raman Uppal
    Professor of Finance, EDHEC Business School

  • Testimonials

    “I thought the program was excellent. I participated in all six seminars. The faculty had such a great combination of academic and real market expertise. Very high level of competency amongst participants. Highly useful content for applicability to my daily work.” – James Egan -Senior Vice President and Director of Fixed Income Department, Janney Capital Management LLC - USA

    “Superb integration of theory and practice. Returned with extremely valuable insights, takeaways, and implementation ideas.” – John Siska - Managing Director - Eccleston Partners - Spain

    “Very interesting seminar; both academic and practical point of view are balanced and well presented.” – Sofiane  Tafat - Portfolio Manager at Desjardins Asset Management - Canada

  • Certificate requirements

    Participants can complete all three seminars and receive the prestigious joint Yale School of Management-EDHEC-Risk Certificate in Risk and Investment Management, or attend a single session which provides more focused study.

    Certificate requirements:

    • Attend three seminars. The Certificate can be completed over a 1 to 2-year period in London and/or New Haven.
    • Successfully submit one dedicated assignment for each attended seminar. The assignment will take the form of a four-page overview of how the themes covered in the seminar may be used in the design of innovative investment solutions.

    Certificate registration:

    Register for all three seminars and receive a 15% discount on the total cost of the program.

    Certificate Brochure

    Enroll Now

  • Admissions

    Next seminar: Harvesting Risk Premia in Equity and Bonds Markets Seminar 

    JUNE 21-23, 2017 | $6,000
    Program fee covers tuition, materials, refreshments at breaks, and lunch. 
    LOCATION: London, UK
    Enroll Now »

    JULY 11-13, 2017 | $6,000
    Program fee covers tuition, materials, refreshments at breaks, and lunch. 
    LOCATION: Yale SOM Campus
    Enroll Now »


    Certificate registration:

    Register for all three seminars and receive a 15% discount on the total cost of the program.

    Download Brochure

    Enroll Now


    Fees include instruction, documentation, refreshments at breaks, and lunch. Accommodation is not included.

    Group Discounts

    10% discount per seminar for groups of 5 or more.
    15% discount per seminar for groups of 10 or more.
    20% discount for the seminar series for groups 5 or more.

    Contact David Pramer (+1 203-432-6268) for more information.

Seminar schedule

  • Harvesting Risk Premia in Equity and Bonds Markets Seminar (3 days)

    june 21-23, 2017 in London, UK

    july 11-13, 2017 in New Haven, CT

    Day 1: Factor Investing in Practice: Applications to Portfolio Management
    Day 2: Harvesting Risk Premia in Equity Markets: Recent Advances in Equity Portfolio Management
    Day 3: Risk Premia in Fixed Income: Time Series and Cross-Sectional Results

  • Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar (3 days)

    december 6-8, 2017 in London, UK

    december 12-14, 2017 in New Haven, CT

    Day 1: Foundations and recent research advances in private equity, hedge funds, real estate and fine art 
    Day 2: Commodities: Investment narrative and fundamentals of commodity investing 
    Day 3: Infrastructure: Investment narrative, asset pricing and performance measurement

  • Multi Asset Investment Products & Solutions Seminar (3 days)

    March  2018 in London, UK

    March  2018 in New Haven, CT

    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

Continuing Professional Education Credits:

EDHEC-Risk Institute is registered with the CFA Institute as an Approved Provider of continuing education programs.

EDHEC Risk Institute is registered with GARP as an Approved Provider of continuing professional education credits for FRMs and ERPs.

For IMCA members, IMCA will grant 12 hours (two day seminars) and 18 hours (three day seminars) of CE credit toward the CIMA, CIMC, and CPWA certifications.
 

program details styles