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Asset Allocation and Alternative Diversification
Asset Allocation and Alternative Diversification
The research carried out focuses on the benefits, risks, and integration methods of the alternative classes in asset allocation and makes significant contributions to the field of multi-style/multi-class portfolio construction. In particular, EDHEC-Risk research has advanced non-parametric risk estimation methods and extended the Bayesian approach to portfolio construction in the presence of preferences about higher moments of return distributions.

The programme includes the “Advanced Modelling for Alternative Investments” research chair, in partnership with Newedge Prime Brokerage.
REAL ASSETS
Focus on research conducted by EDHEC-Risk that highlights the long-term inflation-hedging attributes of real assets.
NEWEDGE "ADVANCED MODELLING FOR ALTERNATIVE INVESTMENTS" RESEARCH CHAIR
Information about the Newedge "Advance Modelling for Alternative Investments" research chair.