Share Event

Loading Events

Harvest Risk Premia in Equity and Bond Markets

November 12-14, 2018

Yale School of Management, Evans Hall, 165 Whitney Ave, New Haven, CT 06511

From the “Select registrant type” dropdown, choose the “CFA Society New York Member Rate” option to receive the discount.

This November join Yale School of Management and EDHEC-Risk Institute for a three-day executive education seminar, Harvesting Risk Premia in Equity and Bond Markets. Participants will learn how to use current models and empirical evidence about global capital markets to construct portfolios diversified across stocks and across asset classes based on the principles of factor investing, with a particular focus on equity and bond markets. CFA Society New York Members receive a 20% discount. 

Agenda

  • Day 1 – Factor Investing In Practice: Applications to Portfolio Management Expected Returns in Exchange for Factor Risk
  • Day 2 – Harvesting Risk Premia in Equity: Recent Advances in Equity Portfolio Management 
  • Day 3 – Risk Premia in Fixed Income: Time Series and Cross-Sectional Results

Speakers

Will Goetzmann, Professor of Finance and Management Studies, Director of the International Center of Finance, Yale School of Management

Riccardo Rebonato, Professor of Finance, EDHEC Business School

Nikos Tessaromatis, Professor of Finance, EDHEC Business School

Location

Yale School of Management
Evans Hall
165 Whitney Ave
New Haven, CT 06511

 

For additional details and to register:

Who should attend This seminar is 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.