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Pondicherry University MBA 2nd year Syllabus-MBA-FINANCE-SECURITY ANALYSIS & PORTFOLIO MANAGEMENT
Posted Date: 21 Jul 2008 Resource Type: News/Announcements Category: Education
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Posted By: bharath sudar Member Level: Platinum
Rating:  Points: 2
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MBA-Finance
SECOND YEAR – FOURTH SEMESTER
PAPER - XVI
SECURITY ANALYSIS & PORTFOLIO MANAGEMENT
COURSE CODE: 37 PAPER CODE:H4010
UNIT - I
Investments - Investment Vs. Speculation - Investment Process - Investment categories - Risk and return - Factors Influencing Risk - Measuring Risk and Return, Valuation of Equity: Dividend Models, Price/Earnings Approach
UNIT - II
Equity stock Analysis: Economic analysis: Key Macroeconomic Factors. Industry analysis: Industry Life Cycle Analysis. Analysing the Structure and Characteristics of an Industry - Profit Potential of Industries. Company Analysis: Analysing the Financial Statements, The Chemistry of Earnings, Forecasting via the Earnings Model, Market Share/Profit Margin Approach, Independent Forecast of Revenue and Expenses. Bond analysis - Returns and Risk - Valuation of Bonds - Bond Management Strategies: Duration.
UNIT – III
Options: Types - Determinants of Option value - Option Position and Strategies -Option pricing. Futures: Stock Index futures - Portfolio strategies using futures -Futures on fixed income securities - Futures on long term Securities.
UNIT – IV
Technical Analysis: Market Indictors, Forecasting Individual Stock Performance. Efficient Market Theory - Random Wall - The Efficient Market Hypothesis. Portfolio Analysis: Effects of combining securities - Markowitz's Mean-Variance model. Portfolio selection: Risk and investor Preferences - Constructing the portfolio - Significance of beta in the Portfolio.
UNIT – V
Capital market Theory: CAPM - Arbitrage Pricing Theory. Management Portfolios and performance evaluation: Sharpe Index. Treynor Index, Jensen's Model.
REFERENCES
1. Donald E, Fischer and Ronald J.Jordan, SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT. 6:h Ed., Prentice Hall of India. 2000.
2. Prasanna Chandra, MANAGING INVESTMENTS, Tata McGraw Hill.
3. R.J.Fuller and J.L. Farrel, MODERN INVESTMENTS AND SECURITY ANALYSIS, McGraw Hill.
4. Jack Clark Francis, MANAGEMENT OF INVESTMENTS, McGraw Hill.
5. Stron Robert, PORTFOLIO MANAGEMENT HAND BOOK, Jaico, Bombay.
For more details, visit http://www.pondiuni.org/DDE/mbaIIfinance_IV.html
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