Security Analysis and Portfolio Management Syllabus
B.Com 6th Sem Hons
Dibrugarh University CBCS Pattern
B.Com.
(Hons) CBCS Semester: VI
Course
No.: DSE 601 (GROUP-I)
SECURITY
ANALYSIS AND PORTFOLIO MANAGEMENT
Marks:
100 (Internal Assessment 20 + Term End 80)
Lecture:
60 Tutorial: 4
Objective:
The objective of this course is to acquaint the students
with the basics of Security analysis and portfolio management.
Course Contents:
UNIT-I:
Investments: Meaning, process, and alternatives; Measurement
of risk and return; Systematic and unsystematic risk; Sources and measurement;
Fundamentals and technical analysis. Marks
20: 15L+1T
UNIT-II:
Portfolio Analysis & Management: Traditional portfolio
analysis; Effects of combining securities; Diversification; Markowitz model;
location of the efficiency frontier. Marks
20: 15L+1T
UNIT-III:
Capital asset Pricing: Capital Asset pricing model –
assumptions, capital market line, security market line, market model; Arbitrage
pricing theory and factor models – factor models and return generating process,
one and two factor model. Marks
20: 15L+1T
UNIT-IV:
Portfolio Performance, Measurement, & Evaluation:
Measurement of portfolio performance –Risk and return; Risk adjustment and
performance measures – Sharpe, Treynor, and Jensin models; Components of
portfolio investment performance –Stock selection and market timing. Marks 20: 15L+1T
Text
and Reference Books :
1)
Fischer: Security Analysis and Portfolio Management,
Pearson, New Delhi.
2)
Ranganathan: Security Analysis and Portfolio Management,
Pearson, New Delhi.
3)
Van Horne J.C: Fundamentals of Financial Management;
Prentice Hall of India, New Delhi.
4)
Prasanna Chandra: Financial Management Theory and Practice;
Tata McGraw Hill, New Delhi.
5)
Pandey I.M.: Financial Management: Vikas Publishing House,
New Delhi.
6)
Bhalla V.K.: Modern Working Capital Management, Anmol Pub,
Delhi.
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