Practical analysis for investment professionals
05 October 2012

Live Webcast: Asset Allocation in a Non-Normal World

In a presentation at the recent Thailand Investment Conference, Peng Chen, CFA, chief executive officer of Asia (ex-Japan) at Dimensional Fund Advisors, reviewed traditional Modern Portfolio Theory as first developed by Harry Markowitz in 1952 and enhanced in the following decades by various financial economists, such as William Sharpe, Robert Merton, Eugene Farmer, and Kenneth French, among others. After providing a brief overview of MPT, Dr. Chen went on to discuss the following questions:

  • Have asset allocation and portfolio diversification failed?
  • How should asset allocation and portfolio diversification be implemented in a “non-normal” world?

Broadcast live from the Thailand Investment Conference on 5 October at 2:00 a.m. ET.

About the Author(s)
Samuel Lum, CFA

Samuel Lum, CFA, was director of Private Wealth and Capital Markets at CFA Institute, where he focused on wealth management and capital markets, mainly in an Asia-Pacific context.

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