Coming soon
RISK ANALYSIS AND PORTFOLIO MANAGEMENT
|
Learning outcome (at course level) |
Learning and teaching strategies |
Assessment Strategies |
|
On completion of this course, the students will be able to
CO237 Investigate and analyze the process of management and decision making in investment. CO238 Calculate and analyze various types of risks associated with financial assets including mean-variance measures and portfolio diversification. CO239 Select and compare basic techniques of discounting and compounding necessary for valuation of assets. CO240 Assess the basics of portfolio theory and study various methods of modeling the risk associated with stock investment such as the capital asset pricing model. CO 241 Evaluate the relationship of the risk and return and how risk should be measured to bring about a return according to the expectations of the investors.
|
Class lectures Seminars Tutorials Group discussions and Workshops Question preparation
|
Class test, Semester end examinations, Quiz, Solving problems in tutorials, Assignments, Presentation, Individual and group projects, Case Study Analysis |
• Investment-meaning & Definition,
• Process of investing,
• Investment objectives,
• Investment attributes,
• Factor influencing Investment decisions,
• Importance of investment management
• Measures of Returns and Risk ( Measuring historical risk and return)
• Relationship risk and return,
• Classification of risks: Systematic & Unsystematic Risk
• 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.
• 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
• 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.
• Bhalla V.K ,Investment Management (Security Analysis and Portfolio Management), S.Chand
• Chandra Prasanna, Investment Analysis and Portfolio Management, TMH.
• Rustogi, R.P. Fundamentals of Investment, Sultan Chand & Sons, New Delhi.
• M.R. Agarwal, Security Analysis and Portfolio Management, Garima Publications.
• Jones, C.P. Investments Analysis and Management. Wiley.
• P. Pandian,Security Analysis and Portfolio Management, Vikas Publishing house ltd.
• Donald E.F , Ronald J.J, Ashwini P.Security Analysis and Portfolio Management, Pearson.
• Vohra, N.D. and Bagri, Futures and options, Mc Graw hill Publishing.
• Ranganatham M.,Security Analysis and Portfolio Management,Pearson.
• Mayo. An Introduction to Investment. Cengage Learning.
• 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.
• Security Investments, David L. Scott, Rowman & Littlefield, 1981
• Quantitative Methods for finance and investments, John L. Teall and Iftekher Hasan, Black Well Publishers, 2
e-Resources:
• Online Financial Investment Resources: https://study.com/academy/lesson/online-financial-investment-resources.html
• EBSCO-BSE
Journals :
• Journal of Emerging Market Finance : http:// sagepub.com
• International Journal of Financial Management:http://publishingindia.com
