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Title

A Systematic Approach to Country Allocation for Equities

Event Description

Ruben Falk will review the effectiveness of macro-economic and fundamental company factors for country selection.  He will examine data sources, including:

·     Top-down macro measures, and

 

·     Bottom-up aggregations of company and market data -- ratios of valuation, growth, profitability and capital efficiency.

 Ruben will also discuss portfolio construction techniques using mean-variance optimization with a time-series risk model and country exposures to standard fundamental factors and factor covariance.

In emerging markets, the research highlights the varied nature of this sub-asset class and that a dynamic allocation strategy would have performed relatively well during recent emerging market turmoil.

Event Type

Educational

Education Topic

Economics; Equity Investments; Portfolio Management; Quantitative Methods; Risk Management

Start Time

5/20/2014 12:00 PM

End Time

5/20/2014 1:30 PM

City

Baltimore

State/Province

 

Event Country

 

Event Region

Americas

Location Info

McCormick & Schmicks
711 Eastern Ave
Baltimore, MD 21202

Speaker

Ruben Falk

CE Credits

1

SER Credit

0

Currency

USD

Member Cost

$20

Non-Member Cost

$40

Candidate Price

$20

Registration

Please click here to register and pay.

All Day Event

 

Recurrence

 

Hosted By

The CFA Society of Baltimore

Attachments

Content Type: MyCFA Calendar
Created at 5/7/2014 6:19 AM by info@baltimorecfasociety.org
Last modified at 5/7/2014 6:22 AM by info@baltimorecfasociety.org