1. Theoretical & Practical
approach to
Portfolio Construction
PENANG CHAPTER
8th June 2013 (Sat)
Time: 8.30am to 5pm Venue: Evergreen Laurel Hotel, Penang
The Speaker
The speaker, CFA, is currently the Chief Strategist of Phillip Capital. He has wide and varied experience in the financial advisory and portfolio management fields for more than 23 years with companies like Smith Barney, Barings Securities, Vickers Ballas, Jupiter Research, APS Asset Management and Pheim Unit Trusts Berhad.
Learning outcome
Describe and write Investment Policy Statement
Describe the theoretical concept of Mean Variance Optimization (MVO), Blacklitterman model, Target Volatility Portfolio and Permanent Portfolio
Construct unit trust funds portfolios using MVO, and 1/n approach.
Outline and apply risk management tools: VAR, tail risk, Sharpe ratio, Sortino ratio, maximum drawdown.
Distinguish and apply rebalancing methods: calendar rebalancing and percentage-of-portfolio
Fee: RM200 - FPAM members
Fee: RM250 - public
10 CE points
Note:
to or
call Nancy at to register.
10 SIDC points