Course Schedule:

Contents Time Asses Specific

sment Reading
Material

Chapter 1: The Investment Environment

1.1 Definition of Investment Bodie Z.,
1.2 Investment Alternatives Kane A., &
1.3 Investment Objectives Marcus A.,

Week 1
1.4 The Investment Process (2005).
1.5 Clients of the Financial System Investments

-
1.6 The Environment Responds to Clientele . 6th Edition,
Demands McGraw-
1.7 Ongoing Trends Hill/Irwin,
New York,
U.S.A.
Chapter 2 : Organization and Functioning of
Securities Markets 1. Bodie Z.,
2.1. Functions of Financial Markets Kane A., &
2.2. Where Securities are traded Marcus A.,
The Primary Market (2005).

Individual Assignments Submission

The Secondary Markets Investments.
The Over-the-Counter Market 6th Edition,
The Third and Fourth Markets McGraw-
2.3. Trading Systems/Trading on the Hill/Irwin,
Exchanges New York,
Week 2&3

The Participants U.S.A.

Types of Orders 2. Reilly &
2.4. Trading on the Over-the-Counter Brown
Market (2007).
2.5. Trading Costs Investment
2.6. Buying on Margins Analysis and
2.7. Short Sales Portfolio
2.8. Market Indices Management
. 7th Edition.
John Wiley &
Sons, Inc.,
New Jersey,
U.S.A.
Chapter 3: Security Analysis 1. Pandian
3.1. The Efficient Market Hypothesis P. (2001).
Random Walks and the Efficient Market Security
Hypothesis analysis and
Implications of the Efficient Market Portfolio
Hypothesis Management

Individual Assignments Submission

3.2. Fundamental Analysis . Vikas
Macroeconomic Analysis Publishing
Industry Analysis House Pvt.

Week 4,5, & 6,

Company Analysis Ltd., New
Equity valuation and Equity Portfolio Delhi, India.
Management Bond valuation and Bond
Portfolio Management 2. Reilly &
3.3. Technical Analysis Brown
(2007).
Investment
Analysis and
Portfolio
Management
. 7th Edition.
John Wiley &
Sons, Inc.,
New Jersey,
U.S.A.
Ross, S. A.,

Term Paper submission

Chapter 4: Risk, Return and Portfolio Theory Westerfield,
4.1. Historical Return and Risk for a Single R. W. &
and Presentation
Week 7,8,9,&10

Asset Jaffe, J. F.
4.2. Expected Return and Risk for a Single (2003)
Asset Fundamental
4.3. Portfolio Expected Return and Risk s of
4.4. Diversification and Portfolio Risk Corporate
Finance. 7th
Edition,
McGraw-Hill
– Irwin,
Boston.
Chapter 5: Capital Allocation
5.1. Capital Allocation Across Risky And
Risk-Free Portfolios Bodie Z.,

Week 11,12,13,&14
Case presentations
5.2. Portfolios Of Two Risky Assets Kane A., &
5.3. Risk Tolerance And Asset Allocation Marcus A.,

Final Exam
5.4. Optimal Combination Of Risky And (2005).

And
Risk-Free Portfolios Investments.
5.5. The Capital Market Line (CML) and the 6th Edition,
Security Market Line McGraw-
5.6. Equilibrium in Capital Markets Hill/Irwin,
The Capital Asset Pricing Model New York,
The Arbitrage Pricing Theory U.S.A.
6.3.1.
Chapter 6: Portfolio Management and Evaluation of
Performance
6.1. Overview of Portfolio Management
6.2. Active versus passive portfolio Reilly &
management Brown
6.3. Strategic versus tactical asset allocation (2007).
6.4. Monitoring and revision of the portfolio Investment
6.5. Portfolio performance measures Analysis and

Case presentations
6.5.1. Factors to Consider in Portfolio

Week 15 & 16

Final Exam
Measuring Portfolio Performance Management
6.5.2. Risk-Adjusted Measures of . 7th Edition.

And
Performance John Wiley &
The Sharpe Sons, Inc.,
Performance Measure New Jersey,
The Treynor U.S.A.
Performance Measure
Performance 6.3.2.
Measurement using Jensen‘s Alpha
Measuring Portfolio
Diversification