Coming soon
Risk Analysis and Portfolio Management
To acquaint students with the rationales of portfolio management and risk associated with the various asset groups
Introduction to investments:
Investment-meaning & Definition, Process of investing, Investment objectives, Investment attributes, Factor influencing Investment decisions,
Importance of investment management
Risk and Return on investments-
Measures of Returns and Risk ( Measuring historical risk and return)
Relationship risk and return, Classification of risks: Systematic & Unsystematic Risk
Investment valuation-
Time value of money-Time lines & Notations Present and Future Value of single amount, Present Value and Future value of annuity, Techniques of discounting and compounding.
Portfolio management-
Meaning of portfolio, portfolio management process, objective of Portfolio management, Types of portfolio management-Active portfolio management, Passive Portfolio Management, Defensive Portfolio management, Aggressive Portfolio Management, Income portfolio Management; Portfolio construction
Approaches: An Overview of Capital Market Theory, CAPM, Markowitz Portfolio Selection Model
Portfolio Analysis: Concept of portfolio analysis and diversification of risk. The Benefits of Diversification, Diversification and Portfolio Risk,
Portfolio Return and Risk-Return of portfolio (Two assets), Risk of portfolio ( two assets) , Risk and Return of Multi Security, Concept of Beta.
• Strategic Investment Decision, Laurence Krantz and Ailan Thomason, F.T. Prentice Hall, 2000.
• Investments: An Introduction, Herbert B. Mayo, South – Western College Publishing, 2005.
• Investments and Valuation, Aswath Damodaran, John Wiley & Sons Inc., 2001.
• Model Investment Theory, Haugen, Holden and Nofisinger, Prentice Hall, 2003.
• Investments Spread Sheet, Sharpe, Prentice Hall, 2001.
• Essentials of Investments, Bodie, Irwin, 1997.
• Basic Investments, Herbert B. Mayo, South-Western College Publishing, 2005.
• Sound Investments, Larry Burkett, RICS, 1995.
• Investments: Analysis and Management, Charles P. Jones, John Wiley & Sons Inc., 2006.
• Investments (Shaum’s outline), Jack Clark Francis, McGraw Hill, 2000.
• Understanding Finance, Prentice Hall, 2004.
• Quantitative Methods for finance and investments, John L. Teall and Iftekher Hasan, Black Well Publishers, 2002.
