Syllabus For Security Analysis And Portfolio Management

MBA Syllabus For Security Analysis And Portfolio Management
BLOCK I
Nature and scope of investment – Investment Environment, alternatives and markets – investment risk, components of investment risk – Valuation of Securities.

BLOCK II
Indian Stock Market – Primary and Secondary markets – origins, growth, role membership, management trading system of secondary markets – listing requirements and regulation – SEBI – Derivatives market.

BLOCK III
Analysis for equity investment – economy industry and company level analysis – Technical analysis – Efficient market hypothesis.

BLOCK IV
Return and risk characteristics of individual assets – effect of diversification – Portfolio risk and optimum portfolio – Portfolio selection: Markowitz’s approach, Sharpe’s Single index model and other portfolio selection models.

BLOCK V
Capital market theory – Efficient set with risk free lending and borrowing – CAPM – APT – Evaluation of Portfolio performance – alternative measures and application of evaluation techniques – Portfolio revision.

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