09BAF03

SECURITY ANALYSIS and PORTFOLIO MANAGEMENT 4 0 0 4

UNIT I

BASIS OF INVESTMENT, SOURCES OF INVESTMENT INFORMATION

12

Investment - Meaning -Types of Investment - Factors Affecting Investment -Merits and Demerits of Each Sources of Finance Journals - Magazines -National Level - International Level UNIT II SECURITY MARKET INDICATORS, VALUATION OF SECURITIES (PROBLEMS) 12

Factors -Different Market Indicators Equity - Preference Shares -Debt Instruments - Derivatives UNIT III ASSET PRICING THEORIES 12

CAPM - Meaning - Factors - Assumptions APT -Meaning - Assumptions -Importance - Differences Between CAPM and APT UNIT IV FUNDAMENTAL ANALYSIS, TECHNICAL ANALYSIS 12

Economic Analysis - Forecasting Techniques - Industry Analysis - Characteristics - Industry Life Cycle - Factors - Company Analysis Assumptions - Charting Methods - Fundamental Vs Technical Analysis - Market Indicators Reversals, Moving Average - Exponential Moving Average - Oscillators, ROC, MACD Momentum, RSI UNIT V PORTFOLIO CONSTRUCTIONS, PORTFOLIO EVALUATION AND REVISION 12

Process - Random Walk Theory - Markowitz Model - Dow Jones Theory - Sharpes Single Index Model - Sharpe Model - Jensen Single Index Model - Portfolio Revision. TOTAL: 60 Proportions: 70% Theory, 30% Problems TEXT BOOKS: Sl.No. Author(s) Title of the Book Year of Publisher Publication

1.

Donald E Fisher and Ronald Punitavathy Pandian

Security Analysis And Portfolio Management Security Analysis And Portfolio Management

Prentice Hall of India

2006

Vikas Publications 2006

2.

REFERENCE BOOKS: Sl.No. Author(s) Title of the Book Security Analysis And Portfolio Management Investment Analysis And Portfolio Management Investment Management Investment Management Year of Publisher Publication Himalayapublishing 2005 Housing Co. Ltd. Tata Mc Graw Hill 2005

1.

Avadhani V A

Prasanna Chandra

3 4

Bhalla V K Preethi Singh

Sultan Chand Sons Sultan Chand Sons

and and

2007 2006

WEB URLs:

www.quickmba.com www.investorsword.com www.bus.wise.edu