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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

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  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 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 penangfpam@yahoo.com or call Nancy at 04-2281107 to register. 10 SIDC points

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