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09BAF03 SECURITY ANALYSIS and PORTFOLIO MANAGEMENT
4 0 0 4
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UNIT
I |
BASIS OF
INVESTMENT, SOURCES OF INVESTMENT INFORMATION
|
12 |
|
Investment - Meaning -Types of
Investment - Factors Affecting Investment -Merits and Demerits of Each
Sources of Finance
Journals - Magazines -National
Level - International Level |
|
UNIT
II |
SECURITY
MARKET INDICATORS, VALUATION OF SECURITIES (PROBLEMS) |
12
|
|
Factors -Different Market
Indicators
Equity - Preference Shares -Debt Instruments - Derivatives |
|
UNIT
III |
ASSET
PRICING THEORIES |
12 |
|
CAPM - Meaning - Factors - Assumptions
APT -Meaning - Assumptions
-Importance - Differences Between CAPM and APT |
|
UNIT
IV |
FUNDAMENTAL
ANALYSIS, TECHNICAL ANALYSIS |
12 |
|
Economic
Analysis - Forecasting Techniques - Industry Analysis - Characteristics -
Industry Life Cycle - Factors - Company Analysis
Assumptions - Charting Methods - Fundamental Vs Technical Analysis - Market Indicators - Reversals, Moving
Average - Exponential Moving Average - Oscillators, ROC, MACD - Momentum, RSI |
|
UNIT
V |
PORTFOLIO
CONSTRUCTIONS, PORTFOLIO EVALUATION AND
REVISION |
12 |
|
Process - Random Walk
Theory - Markowitz Model - Dow Jones
Theory - Sharpes Single Index Model
- Sharpe Model - Jensen
Single Index Model - Portfolio
Revision.
TOTAL: 60
Proportions:
70% Theory, 30% Problems |
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TEXT BOOKS: |
|
Sl.No. |
Author(s) |
Title of the
Book |
Publisher |
Year of
Publication |
|
1. |
Donald E Fisher and Ronald |
Security Analysis And Portfolio
Management |
Prentice Hall of India |
2006 |
|
2. |
Punitavathy Pandian |
Security Analysis And Portfolio
Management |
Vikas Publications |
2006 |
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REFERENCE BOOKS: |
|
Sl.No. |
Author(s) |
Title of the
Book |
Publisher |
Year of
Publication |
|
1. |
Avadhani V A |
Security Analysis And Portfolio
Management |
Himalayapublishing
Housing Co. Ltd. |
2005 |
|
2 |
Prasanna Chandra |
Investment Analysis And
Portfolio Management |
Tata Mc Graw Hill
|
2005 |
|
3 |
Bhalla V K |
Investment Management |
Sultan Chand and Sons |
2007 |
|
4 |
Preethi Singh |
Investment Management |
Sultan Chand and Sons |
2006 |
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WEB URLs:
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