Security Analysis & Portfolio Management

Syllabus 2010 Batch

MBA (Finance) Specialization

Module 1 Environment of Investments 1/2/3/4

Process of investment in financial Assets,

Silent features & operations of Stock Exchanges
Trading Arrangements
Changing scenario of Indian stock markets with emphasis on
transparency
Efficiency of Indian markets

Module II Setting the objective5/6/7/8/9

Risk & Return in the context of portfolio

Common stock valuation models
Term structure of interest rates
Risks in Fixed income Securities,
Macaulay’s Duration

Module III Security Analysis 10/11/12/13/14-17/18/19/20//21

Fundamental Analysis- Economic & Industry Analysis

Concept of Business Cycles
Indicators of Economic Prosperity
Industry Analysis,
Company analysis
Company valuations
Technical Analysis
Module IV Construction & Optimization – Modern Portfolio
Theory
22/23
Markowitz’s Risks-Returns optimization
Generating the efficient frontier
Single index Model
Capital Asset pricing Model
Motivation for partitioning of Risk
Arbitrage Pricing Theory

Module V Portfolio Performance Examination & revision24/25

Managed portfolios & performance Examination – sharp’s

Treynor’s, Jensen’s & Fama’s Performance Measures,
Portfolio Revision – Portfolio re- balancing & upgrading
Mutual Funds & their Portfolio Management Schemes

Module IV Advancement in Theory of investment

Management26/27

Redington’s Immunization
Derivatives
Pay off Patterns of elementary options & possibilities of
increased diversification
Course revision ----28/29/30