8/17/2019 Security Analysis & Portfolio Management Syllabus MBA III Sem

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FINANCE & BANKING SPECIALISATION 

Paper Name: Security Analysis & Investment Management

Paper Code: M321 Marks: !

Unit 1: "#e Investment $nvironment: %inancial Markets Investment alternatives : Money

market Instruments Non marketa'le %inancial Assets (onds $)uity Securities

Mutual %unds %inancial *erivatives and +eal Assets, Stock and (ond market

Inde-es , "rading o. Securities "ypes o. /rders "rading Costs S#ort Sales0

Unit 2: Measurement o. +isk and +eturn olatility $stimation %undamental Analysis

$conomic Analysis Industry Analysis Company Analysis, (asics o. Investment

aluation $)uity aluation Models: *ividend *iscount Models %ree Cas# .los

Price4$arnings Multiples Price4 (ook alues and Price4Sales Multiples0

Unit 3:  "ec#nical Analysis: Assumptions "ec#nical tools, Indicators, C#arts, $..icientMarket "#eory, (ond (asics , (ond +isk (ond +eturn (ond 5ields (ond

Prices /ver "ime "erm Structure o. Interest +ate *uration and Immuni6ation0

Unit 4: Port.olio Construction: Approac#es Selection o. Port.olios Markoit6 Port.olio

Model

S#arpe Inde- Model CAPM Ar'itrage Pricing "#eory MultiInde- Model Asset

 Allocation Port.olio Per.ormance $valuation0

Unit 5:  +ole and %unctions o. S$(I, Structure and %unctions o. (S$ NS$,

*ematerialisation o. Securities (asic 7uidelines .or Investment *ecisions0

Recommended books:

10 Investment Analysis & Port.olio ManagementPrasanna C#andra"ata Mcgra 8ill0

9Main te-t

20 Security Analysis & Port.olio Management%isc#er *0$ & ;ordan +0;Prentice 8all

o. India09+e.erence te-t

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