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Table Of Contents

Process of investment:
1. SPECIFIC INVESTMENT OBJECTIVE AND CONSTRAINS:
d) Appreciation and purchasing power stability:
e) Legality and freedom from care:
f) Tangibility:
2. Choice of the asset mix:
3. Formulation of portfolio strategy:
4. Selection of securities:
5. Portfolio Execution:
6. Portfolio revision:
7. Performance revolution:
Portfolio diversification:
Asset allocation:
Investment horizon:
Risk tolerance:
Financial goal:
Systematic Risk
Systematic risk further divided into
Market Risk:
Interest Rate Risk
Purchasing power Risk:
Unsystematic Risk:
Business Risk
Financial Risk:
Investor’s attitude towards return and risk
RISK RETURNS OF VARIOUS INVESTMENT ALTERNATIVES
Management
NEED OF THE STUDY
Increasing popularity of investments can be attributed to the following factors:
OBJECTIVES OF THE STUDY:
Learning objectives:
RESEARCH METHODOLOGY
MODULE-1
MODULE-2
SCOPE OF THE STUDY
LIMITATIONS OF THE STUDY
The work has been carried out under the following limitations:
THEORETICAL ARTICLES
Measurement of Risk:
Variability
SHARPE’S PERFORMANCE INDEX
CAPITAL MARKET LINE
TREYNOR’S PERFORMNCE INDEX
SECURITY MARKET LINE
Beta
CAPITAL MARKET IN INDIA
Present scenario
FINANCIAL MARKETS
PARTICIPANTS IN FINANCIAL MARKET
Supply side vs. demand side
Investor vs. Speculator
Investor
Speculation
Institutional vs. Retail
Institutional investor
Retail investor
Private equity and other principal investing activities
Strategic Positioning
PORTFOLIO1 NSE CODE
PORTFOLIO III NSECODE
MODULE I
EX-POST PORTFOLIO RETURNS
YEAR PORTFOLIO-I PORTFOLIO- IIPORTFOLIO- III
MODULE -II
PORTFOLIO PERFORMANCE EVALUATION
Calculation of standard deviation of returns
PORTFOLIO - I
YEAR Return Di=r-ri Di*di S.D
PORTFOLIO II
PORTFOLIO III
SHARPE PERFORMANCE MEASURE
Portfolio
Excess Return (rp-rf)Standard
Sharpe’s Ratio rp-rf/σ
TREYNOR’S PERFORMANCE MEASURE
CALCULATION OF BETA
Beta for portfolio I
YearAvg market return XX2Avg stock return YXY
INTERPRETATION
Beta for portfolio II
Beta for portfolio III
INTERPRETATION;
TREYNOR’S PERFORMANCE INDEX
HOLDING PERIOD RETURNS
OVERALL PERFORMANCE
SHARPES PERFORMANCE MEASURE
WEB SITES
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Portfolio Mgmt - Merfin India Ltd

Portfolio Mgmt - Merfin India Ltd

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Published by bhagathnagar
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Published by: bhagathnagar on Aug 03, 2013
Copyright:Attribution Non-commercial

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01/14/2014

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