Assignment for Placed Students

Security Analysis and Investment Management

1. Explain in detail relevance of following theories in context to Indian markets:

a) Markowitz Model
b) CAPM Model
c) Arbitrage Pricing Theory
d) Sharpe optimization model

2. What is efficient Market hypothesis? Explain the following:

a) Strong form of efficiency
b) Semi-Strong form of efficiency
c) Weak form of efficiency

3. Explain in detail Fundamental analysis and Technical analysis. Explain the

techniques of risk management under technical analysis.

4. Explain the following ratios of portfolio evaluation:

a) Treynor’s Ratio
b) Sharpe’s Ratio
c) Fama – Net Selectivity
d) Jensen’s Alpha