Advanced Risk and Investment Management

Incorporate the latest research advances and state-of-the-art practices into your investment business.

UPCOMING SEMINAR INFORMATION

Seminar:Ā Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies
Dates:Ā June 27-29, 2016 (London); July 11-13, 2016 (New Haven)
Investment:Ā $5,800
Contact:Ā David Pramer

Register (London)

Register (New Haven)

Yale School of Management and the EDHEC-Risk Institute are teaming up to deliver a certificate program in advanced techniques in investment management.

The focus of these seminars is on utilizing 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.Ā 

Complete all four seminars and receive the jointĀ Yale School of Managementā€“EDHEC-Risk Certificate in Risk, or attend a single session for focused study.Ā Participants can take each seminar at Yale School of Management inĀ New Haven,Ā or at the EDHEC-Risk Institute inĀ London.

  • Seminar Schedule

    You can take each seminar either at the Yale School of Management in New HavenĀ or at the EDHEC-Risk Institute inĀ London.

    A typical program day lasts from 9 a.m. to 5 p.m. and is usually divided into lectures and application cases. The two class sessions in each half-day period are separated by 30-minute refreshment breaks. Lunch is included.

    ā€¢Ā Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies SeminarĀ (3 days)Ā 
    June 27-29, 2016 in LondonĀ (registerĀ here)Ā 
    July 11-13, 2016 in New HavenĀ (registerĀ here)Ā 
    Day 1: Foundations and recent research advances in private equity, hedge funds, real estate and fine artĀ 
    Day 2: Commodities: Investment narrative and fundamentals of commodity investingĀ 
    Day 3: Infrastructure: Investment narrative, asset pricing and performance measurement

    ā€¢Ā Multi-Asset Multi-Manager Products and Solutions SeminarĀ (2 days)Ā 
    December 5-6, 2016 in New HavenĀ 
    December 12-13, 2016 in LondonĀ 
    Day 1: Evidence of predictability in asset, factor and manager returnsĀ 
    Day 2: Global tactical asset allocation strategies

    ā€¢Ā Asset Allocation and Investment Solutions Seminar(2 days)Ā 
    January 2017 in LondonĀ 
    February 2017 in New HavenĀ 
    Day 1: Risk and asset allocation decisionsĀ 
    Day 2: Liability-driven and goal-based investing solutions

    ā€¢ Yale SOM-EDHEC-Risk Harvesting Risk Premia in Equity and Bonds Markets SeminarĀ (3 days)Ā 
    May 2017Ā in LondonĀ 
    May 2017Ā in New HavenĀ 
    Day 1: Foundations and recent research advances in equity portfolio managementĀ 
    Day 2: Equity factor investing in practice: Applications to portfolio managementĀ 
    Day 3: Efficient harvesting of interest rate and credit risk premia

  • Faculty
    FrƩdƩric Blanc-Brude
    Director, EDHEC Risk Institute-Asia
    James Choi
    Professor of Finance, Yale School of Management
    Lionel Martellini
    Professor of Finance, EDHEC Business SchoolĀ Director, EDHEC Risk Institute Senior ScientificĀ 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 ManagementĀ 
    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 ofĀ Corporate Finance & Deputy Director of theĀ International Center for Finance, YaleĀ School of Management
    Nikolaos Tessaromatis
    Professor of Finance, EDHEC Business School
    Raman Uppal
    Professor of Finance, EDHEC Business School

    Ā 

  • Continuing Professional Education Credits

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

    EDHECĀ RiskĀ InstituteĀ 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 (twoĀ day seminars) and 18 hours (threeĀ day seminars) of CE credit towardĀ the CIMA, CIMC,Ā and CPWAĀ certifications.
    Ā 

  • Participant Testimonials

    ā€œI 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.ā€ ā€“ James Egan -Senior Vice President and Director of Fixed Income Department, Janney Capital Management LLC - USA

    ā€œSuperb integration of theory and practice.Ā Returned with extremely valuable insights, takeaways, and implementation ideas.ā€ ā€“ John Siska - Managing Director - Eccleston Partners - Spain

    ā€œVery interesting seminar; both academic and practical point of view are balanced and well presented.ā€ ā€“ SofianeĀ  Tafat - Portfolio Manager at Desjardins Asset Management - Canada

  • Certificate Requirements

    Participants can complete all four 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.

    The requirements to obtain the certificate are:
    ā€¢ Attend four seminars. The Certificate can be completed over a 1 to 2-year period in London and/or New Haven.
    ā€¢ 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 forĀ all four seminars and receive a15% discount on the total cost of the program.

    Certificate Brochure

    Enroll Now

  • Registration and Fees

    Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies SeminarĀ (3 days)Ā 
    June 27-29, 2016 in LondonĀ (registerĀ here)Ā 
    July 11-13, 2016 in New HavenĀ (registerĀ here)Ā 
    Day 1: Foundations and recent research advances in private equity, hedge funds, real estate and fine artĀ 
    Day 2: Commodities: Investment narrative and fundamentals of commodity investingĀ 
    Day 3: Infrastructure: Investment narrative, asset pricing and performance measurement


    Certificate registration:
    Register forĀ all four seminars and receive a15% discount on the total cost of the program.

    Certificate Brochure

    Enroll Now


    Fees
    Two-day seminar:Ā USD 3,900/EUR 3,500
    Three-day seminar:Ā USD 5,800/EUR 5,200

    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.

    ContactĀ David PramerĀ (+1 203-432-6268) for more information.