Security Analysis & Portfolio Management

                                                                                                           Syllabus

                                                                                                   CODE-18 MBA 301 B

                                                                           SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT

Module‐I: Investment

Features and Objectives, Alternative Forms of Investment, Risk & Return on Investment Measuring Risk and Return on 2 Asset on ‘n’ Asset Portfolio, Computation of Risk and Return on a Portfolio, Interpretation of Portfolio. Basics of Stock Market Operations.

Module-II: Investment Models, Selection

Markowitz Model for Portfolio Selection, Feasible Set Portfolios, Efficient Set, Selection of Optional Portfolio. Sharpe’s Single Index Model, Alpha, Beta, Efficient Frontier with Risk Free Lending and Borrowing Capital that Live, Securely Masher live, CAPM, Pricing of Securities with CAPM, Arbitrage Pricing Theory. Efficient Market Hypothesis.

Module-III: Fundamental and Technical Analysis and evaluation:

Economic, Industry and Company Analysis, Technical Analysis, Charting Tools, Volume and Price Trends, Technical Indicators, Performance Evaluation of Portfolio, Portfolio Management Strategies.