Infrastructure is often presented as low risk but this can lead to misinterpreting the nature of these investments and how they may truly benefit investors. This session discusses the importance of measuring the volatility of infrastructure investments correctly to understand and benefit from their risk-adjusted profile.
Using high-frequency data, it analyses the difference between multiple asset classes and the broad infrastructure market and shows that only when measuring the market volatility of infrastructure can the genuinely defensive qualities of the asset class be understood and used to the benefit of investors.

F.Bergere will present and comment the new study commissioned by LTIIA to EDHEC Infra on “Achieving better portfolio diversification with infrastructure equity and debt”.