PRACTICAL ON RISK ANALYSIS AND PORTFOLIO MANAGMENT

Paper Code: 
SBFS 404
Credits: 
4
Contact Hours: 
60.00
Max. Marks: 
100.00
Objective: 

The course will enable the students to know how to evaluate portfolio performance using risk-adjusted metrics and implement effective risk management strategies in portfolio construction.

Course Outcomes: 

 

 

Course

 

 

Learning outcome (at course level)

Learning  and Teaching Strategies

Assessment Strategies

Course Code

 

 

Course Title

 

 

 

 

 

 

 

 

 

 

 

SBFS 405

24BFS 10124101

Internship  (Practical)

 

  1. Analyze the influence of macroeconomic variables on fundamental analysis and investment decisions in diverse portfolios.
  2. Develop a diversified portfolio tailored for moderate risk tolerance, employing asset classes and global regions to reduce overall portfolio risk.
  3. Analyze the relationship between risk and return to inform strategic investment decisions and optimize portfolio construction strategies.
  4. Evaluate the impact of economic cycles and market trends on the performance of active and passive portfolios.
  5. Measure portfolio performance using risk-adjusted metrics.
  6.  Contribute effectively in course-specific interaction

 

Approach in teaching: Blended Learning, Collaborative approach, Interactive Lectures, Discussion, Group Projects, PowerPoint presentation.

   

Learning activities for the students:

Self-learning assignments, Seminar presentations, Case Study Analysis, Brainstorming activities,

 

Class tests, CA Test,

Semester end examinations, Quiz,

Evaluation of student Presentations,

 

Evaluation of Individual and group projects,

 

Assessment of Project Reports and viva voce.

 

6.00

Case studies/PowerPoint presentation/Poster Presentation on Analyzing how macroeconomic variables influence fundamental analysis and investment decisions./ Study non-traditional investments such as hedge funds, private equity, and cryptocurrencies and their role in diversified portfolios.

6.00

Presentation/discussion on Analyzing the role of diversification in reducing portfolio risk. Develop a diversified portfolio for an investor with moderate risk tolerance, considering various asset classes and geographical regions.

6.00

Case Study/Powerpoint Presentation/Discussion on analyzing the relationship between risk and return and how it influences investment choices.

6.00

Report /presentation on the Impact of economic cycles and market trends on the performance of active vs. passive portfolio management strategies

6.00

Case studies/PowerPoint presentation/Poster Presentation on
Assessment of portfolio performance using risk-adjusted metrics like Sharpe ratio and Jensen's alpha/ Explore risk management strategies such as diversification, hedging, and use of derivatives in portfolio construction

Essential Readings: 

• Agarwal M.R., Security Analysis and Portfolio Management -Garima Publications.
• Donald E. Fisher & Ronald J. Jordan, Security Analysis and Portfolio Management, Prentice Hall of India, 2003.

References: 

SUGGESTED READINGS
• Eun, Cheol S. and Resnick, Bruce G., International Financial Management, Tata McGraw- Hill.
• Punithavathy Pandian, Security analysis & Portfolio Management, , Vikash Publication House.

E RESOURCES
• https://in.investing.com/charts/stocks-charts
• https://www.nseindia.com/
• https://www.moneycontrol.com/
• https://stockcharts.com/
• Swayam Nptel portal,https://swayam.gov.in/explorer?searchText=financial+markets
• National Digital Library

JOURNALS
• The Journal of Finance, https://onlinelibrary.wiley.com/journal/15406261
• International Journal of Finance and Economics, https://onlinelibrary.wiley.com/journal/10991158
 Directory OF Open Access Journals (OA)
 Finance India, https://financeindia.org/

Academic Year: 
2023-2024
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