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From cashflows to portfolios

This masterclass proposes a pragmatic view of how to invest in infrastructure and make better-informed investment decisions. The topics covered include:

  • The nature and risks of infrastructure cash flows
  • The evolution of the price of risk, investment selection and robust fund benchmarking 
  • Strategic asset allocation and the role of infrastructure in cashflow driven strategies

This masterclass is presented by Frederic Blanc-Brude, Tim Whittaker, Jack Lee and Abhishek Gupta of EDHECinfra and Prof. Lionel Martellini, director of EDHEC-Risk Institute.

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2021 investement MasterclAss

Introduction

From cashflows to portfolios, watch the introduction

Welcome 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, EDHECinfra

2021 investement MasterclAss

Part 1: The nature of infrastructure cashflows

What is the evidence that infrastructure companies pay large, low-risk cash flows?

This masterclass was recorded on October 7th 2021

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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-Brude

Part 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, EDHECinfra

Part 1 C: The risks of infrastructure cashflows

Like other financial assets, infrastructure investments can create up tp 100% losses. How risky are these cashflows? Presented by Jack Lee, Deputy Head of Data, EDHECinfra 

2021 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?

This masterclass was recorded on October 7th 2021

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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, EDHECinfra

Part 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-Brude

Part 2 C: Robust measures of fund performance 

With sparse contributed data, quartile rankings are like a lottery. No more thanks to a robust approach to measuring fund rankings. Presented by Abhishek Gupta

2021 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?

This masterclass was recorded on October 7th 2021

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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-Brude

2021 investement MasterclAss

Conclusion

The infraMetrics® solution to data and analytics for infrastructure investors

The infraMetrics® solution

EDHECinfra has created a new platform called infraMetrics. to support investment decisions in unlisted infrastructure. Presented by Dr Frederic Blanc-Brude, Director, EDHECinfra