Volatility of Unlisted Infrastructure Equity Investments

2021tue04may9:00 amtue10:00 am9:00 am - 10:00 am(GMT+01:00) View in my timeVolatility of Unlisted Infrastructure Equity Investments

Time

(Tuesday) 9:00 am - 10:00 am(GMT+01:00) View in my time

Event Details

This webinar will present a new research paper sponsored by the Long-Term Infrastructure Investor Association (LTIIA) on the drivers of volatility in unlisted infrastructure investments. Drawing from the robust asset pricing research and results of EDHECinfra, the paper demonstrates that beyond stale NAVs and smooth volatility, it is possible to capture the impact of systematic market factors on illiquid assets like unlisted infrastructure equity and document the role of interest rates, risk premia and cash flows independently.

Topics covered include:

  • Explaining and exploring the drivers of volatility in the returns of unlisted infrastructure
  • Measuring and managing the risks inherent in unlisted infrastructure assets

Virtual Event Details

Event has already taken place!

speaker(s)

Frederic Blanc-Brude, Francois Bergere Executive Director

infraMetrics™ by EDHECinfra