INVESTMENT MANAGEMENT

Course Code
: 16MBAFM4011
Credits
: 04
L:P:T:S
: 4:0:0:0
Marks
: 50
Exam Hours
: 03
Marks
: 50

CIE
SEE

Course Outcomes: At the end of the Course, the Student will be able
to:
CO Understand investment, types, avenues and their functions.
1
CO Evaluate the securities with the associated risk.
2
CO Understand the methods of evaluating the stocks.
3
CO Have conceptual background on Portfolio Theory and its importance.
4
CO Construct Efficient Portfolio.
5
CO Evaluate the portfolio formulated and take decision from time to time.
6
Mapping of Course Outcomes to Program Outcomes:
PO PO PO PO PO PO PO PO PO
1
2
3
4
5
6
7
8
9
CO
3
2
3
2
3
3
2
2
2
1
CO
2
2
3
3
2
2
1
2
2
2
CO
3
2
2
2
2
3
2
2
3
3
CO
2
2
3
3
2
2
2
1
2
4
CO
3
3
2
2
2
3
1
1
2
5
CO
3
3
3
2
2
2
1
1
2
6
SN
1

PO
10

PO
11

2

3

2

2

2

2

1

2

2

1

1

2

Hr Co
s
s
Investments: Meaning, types; Financial & Non-Financial forms of
9 CO
investment - Objectives of financial investment, investment methods1
security & non-security forms of investment. Sources of investment
Contents of Module

Efficient Frontier. 4/e. CAPM Equation. Arbitrage Pricing Theory: Arbitrage. Financial markets-primary & secondary markets . Moving average analysis. Portfolio revision -Active & passive strategies & formula plans in portfolio revision.Jordan . RSI. Economic analysis & forecasting. confidence index.The market mechanism. RSA. Portfolio Risk and Return: Expected returns of a portfolio. Behavior of stock market prices . implications of efficiency market hypothesis in portfolio management. points & figures chart. Opportunity set. 6/e. performance evaluation of mutual funds. 3/e. CAPM & Arbitrage pricing theories. Calculation of Portfolio Risk and Return.Systematic risk. ISBN: 9781259005992 . Vikas Publishing House. Security Market line. Valuation of Equity & Preference shares.major players & instruments in secondary market. Assumption. Unsystematic risk. 9 CO 2 9 CO 3 9 CO 4 9 CO 5 Text Books: 1) V.K Balla. Treynor & Jensen's measure. Tata Mc Graw Hill. Portfolio with 2 assets. S. Mutual Fundstypes. duration of bond & immunization of interest risk. 2) Donald E.2 3 4 5 information . Security Analysis and Portfolio Management. Theory of Technical analysis. Extension of Capital Asset pricing Model . Functioning of stock exchanges. SML VS CML. OTCEI and its function. functions of Asset management companies. ISBN : 9789325963085 Reference books: 1) Prasanna Chandra. 2013. 2012.Capital market line. Portfolio Evaluation & Revision: Portfolio performance evaluationSharp. Risk and Return Concepts: Concept of Risk. testable hypothesis about market efficiency. Pearson. Investment Management. ISBN : 9788177588118 3) Punithavathy Pandian . Stock markets indices. Modern Portfolio Theory: Markowitz Model -Portfolio Selection. Asset pricing theories. determination of yield. Types of Risk.Investment Instruments. 2009. Equilibrium. trading & settlement procedure at NSE & BSE. Beta Measurement and Sharpe Single Index Model Capital Asset pricing model: Basic Assumptions. Security Analysis and Portfolio Management. Equation. Calculation of Risk and returns.Fischer & Ronald J. bond pricing theorems. 19/e. Chand & Co. Securities Valuation: Valuation of Bonds. Portfolio with more than 2 assets. bar chart. Japanese candlesticks. Investment Analysis and Portfolio Management. Fundamental & Technical Analysis: Economy-Industry-Company framework. APT and CAPM. construction of security market index.

Security Analysis with Investment and Portfolio Management. 3/e. Bailley. ISBN: 9788182055193 3) Alexander. 2011. Fundamentals of Investment.Continuous Internal Evaluation (50 Marks) loom’s TestsAssignmen QuizzeSelf Mini Seminar Category ts s Study Project Marks (out of30 10 10 50) Remember 10 5 Understand Apply 20 10 5 Analyze Evaluate Create SEE.Semester End Examination (50 Marks) Bloom’s Category Remember Understand Apply Analyze Evaluate Create Tests 10 10 30 .2) Dr. PHI. Mahipal Singh. 2008 Assessment Pattern CIE. Sharpe.