inframetrics
masterclassFrom cashflows to portfolios
Introduction
From cashflows to portfolios, watch the introductionWelcome to this Masterclass
This masterclass is designed for investors: it focuses on three topics: cashflows, risk premia and the role of infrastructure in the portfolio. Presented by Dr Frederic Blanc-Brude, Director, EDHECinfraINFRAMETRICS investement MasterclAss
Part 1: The nature of infrastructure cashflows
What is the evidence that infrastructure companies pay large, low-risk cash flows?Part 1 A: A taxonomy of infrastructure investments
Define your terms and organise your thoughts (and data) on infrastructure investment. Presented by Dr Frederic Blanc-BrudePart 1 B: The nature of infrastructure cashflows
Are infrastructure companies cash cows that pay stable, inflation linked dividends? Presented by Dr Tim Whittaker, Head of Data, EDHECinfrainfraMEtrics investement MasterclAss
Part 2: Investment selection and performance measurement
What is the risk premia of uncertain infrastructure cash flows and how does it relate to systematic market factors?Part 2 A: Asset pricing for infrastructure
Systematic risk factors explain the market value of unlisted infrastructure equity investments. Presented by Abhishek Gupta, Head of Product Development, EDHECinfraPart 2 B: The unlisted infrastructure equity risk premia, investment selection and regulation
The infrastructure risk premia since 2000 and how to select and regulate infrastructure investments. Presented by Frederic Blanc-BrudeinfraMEtrics investement MasterclAss
Part 3: Infrastructure in the portfolio
What is the role of infrastructure in the total portfolio? How much infrastructure should the typical investor hold? How can hold-to-maturity cash flow driven strategies be implemented while measuring and managing risk?Part 3 A: Infrastructure in the portfolio
From 'asset-only' management to asset-liability management, cash-flow driven investment and liability-driven investment, what can be the role of infrastructure? Presented by Prof. Lionel Martellini, Director EDHEC-Risk Institute.Part 3 B: Applications, from strategic asset allocation to cashflow matching
Strategic asset allocation and cash flow matching with unlisted infrastructure equity and debt. Presented by Dr Frederic Blanc-BrudeinfraMEtrics investement MasterclAss
Conclusion
The infraMetrics® solution to data and analytics for infrastructure investorsThis masterclass was recorded on October 7th 2021
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