Course Details
Subject {L-T-P / C} : SM6151 : Security Analysis and Portfolio Management { 3-0-0 / 3}
Subject Nature : Theory
Coordinator : Dinabandhu Bag
Syllabus
| Module 1 : |
Introduction to Portfolio Management: Risk & Return in a Portfolio, Markowitz Model, Two & Multi Assets Portfolio, Sharpe Model. Portfolio Selection Process: Optimal Portfolio, Utility Theory, Indifference Curve, Capital Assets Pricing Model & Arbitrage Pricing Theory, Efficient Market and Hypothesis. Building Fixed Income Security Portfolio: Bond Valuation, Yield to Maturity, Duration & Immunisation, Valuation of Convertibles & Warrants, Bond Management Strategies. Fundamental Analysis: Economic, Industry, Company & Environment Analysis, Technical Analysis, Volume & Price Trends, Tools of Analysis, Derivative Instruments. Evaluation of Portfolio Performance: Framework of Evaluating Performance, Measures of Portfolio Performance, Reward to Variable Measure, Measure Problems with Portfolio Management. |
Course Objective
| 1 . |
Learn the Fundamentals of investments |
| 2 . |
Methods of Stock & Portfolio Analysis, Covariance, Variance and Multi-factor Models, Fundamental, Techincal, Company analysis, Strategies |
| 3 . |
Bond Analysis and Bond portfolio management, Portfolio Revision |
| 4 . |
Use cases, analyst reports and applied aspects |
Course Outcome
| 1 . |
1. learn the theory and practical aspects of investments.
|
Essential Reading
| 1 . |
Gordon, A. J., Bailey, J. V., & Sharpe, W. F., Investments, PHI |
| 2 . |
Fischer Donald E., Jordan, R. J.,, Security Analysis and Portfolio Management, Pearson |
Supplementary Reading
| 1 . |
Bodie Zvi and Kane Alex, and Marcus Alan, Investments, Mc Graw Hill |
| 2 . |
KEVIN S, SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT, PHI |
Journal and Conferences
| 1 . |
nseindia.com |