2.10. A
Security Analysis & Portfolio Management
Unit I:
Investment: concept of investment, investment objectives, security and
non-security form of` investment, concept of portfolio management, phases of
portfolio management; risk and return, types of risk measurement of risk.
Unit II:
Securities market: securities market and their functions, methods of raising
capital, stock market in India, security market Indices- purpose, factors
influencing construction of index, methods of constructing index.
Unit III:
Analysis of equity investment: economic analysis, industry and company
analysis, technical analysis, efficient market hypothesis.
Unit IV:
Portfolio Analysis: meaning, portfolio risk and return, mark with risk-return
optimization, single index model, Sharpe index model, portfolio data, efficient
frontier; portfolio selection- risk and investor preference, capital asset
pricing model.
Unit V:
Portfolio Revision: meaning, significance and strategies; portfolio evaluation
meaning, performance measurement of portfolios, Sharpe‘s, Treynor's and
Jensens's measure of portfolio performance.
Unit VI:
Derivative: meaning and evaluation of derivatives, options, futures, portfolio
management using futures and options.
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