Security Analysis and Portfolio Management Syllabus, B.Com 6th Sem Hons, Dibrugarh University CBCS Pattern

Security Analysis and Portfolio Management Syllabus
B.Com 6th Sem Hons
Dibrugarh University CBCS Pattern
B.Com. (Hons) CBCS Semester: VI
Course No.: DSE 601 (GROUP-I)
Marks: 100 (Internal Assessment 20 + Term End 80)
Lecture: 60 Tutorial: 4

Objective: The objective of this course is to acquaint the students with the basics of Security analysis and portfolio management.

Course Contents:

UNIT-I: Investments: Meaning, process, and alternatives; Measurement of risk and return; Systematic and unsystematic risk; Sources and measurement; Fundamentals and technical analysis.                   Marks 20: 15L+1T

UNIT-II: Portfolio Analysis & Management: Traditional portfolio analysis; Effects of combining securities; Diversification; Markowitz model; location of the efficiency frontier.              Marks 20: 15L+1T

UNIT-III: Capital asset Pricing: Capital Asset pricing model – assumptions, capital market line, security market line, market model; Arbitrage pricing theory and factor models – factor models and return generating process, one and two factor model.                                  Marks 20: 15L+1T

UNIT-IV: Portfolio Performance, Measurement, & Evaluation: Measurement of portfolio performance –Risk and return; Risk adjustment and performance measures – Sharpe, Treynor, and Jensin models; Components of portfolio investment performance –Stock selection and market timing.            Marks 20: 15L+1T

Text and Reference Books :

1)    Fischer: Security Analysis and Portfolio Management, Pearson, New Delhi.

2)    Ranganathan: Security Analysis and Portfolio Management, Pearson, New Delhi.

3)    Van Horne J.C: Fundamentals of Financial Management; Prentice Hall of India, New Delhi.

4)    Prasanna Chandra: Financial Management Theory and Practice; Tata McGraw Hill, New Delhi.

5)    Pandey I.M.: Financial Management: Vikas Publishing House, New Delhi.

6)    Bhalla V.K.: Modern Working Capital Management, Anmol Pub, Delhi.

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