Theoretical & Practical
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Theoretical & Practical. approach to. Portfolio Construction. PENANG CHAPTER. 8 th June 2013 (Sat) Time: 8.30am to 5pm Venue: Evergreen Laurel Hotel, Penang. The Speaker.

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The speaker

Theoretical & Practical

approach to

Portfolio Construction

PENANG CHAPTER

8th June 2013 (Sat)

Time: 8.30am to 5pm Venue: Evergreen Laurel Hotel, Penang

The Speaker

Phua Lee Kerk, 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 CPD points from FiMM

10 CE points

Note:

Email to [email protected] or

call Nancy at 04-2281107 to register.

10 SIDC points


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