Transcript

SRM SCHOOL OF MANAGEMENT LESSON PLAN MBNF 659 MANAGEMENT Semester: III Credits: 3 EVALUATION: 60% Theory and

40% Problems. Sessions: 30 --- SECURITY ANALYSIS AND PORTFOLIO

S.No.

TOPICS

LECTURE HOURS

REFERENCE

1.

Introduction to investment and securities.

1

T1,R1

2.

Various investment avenues and alternatives. -negotiable and non negotiable securities – fixed income securities. 2 T1,R3

3.

Capital market- primary and secondary market.

1

T1,R3

4.

Stock exchanges in india- structure- functionsBSE, NSE, ISE,OTCEI & NSDL.

1

T1,R3

5.

SEBI - Objectives and Functions.

1

T1,R3

6.

Listing of securities – new issue market.

1

T1,R3

7.

Stock market indices – construction – price

1

T1,R3

index – wealth index.

8.

Case Study.

2

T1

9.

Risk and Return – systematic risk and unsystematic risk. 1 T1,R1

10.

Valuation of Bonds – present value – yield to maturity – Bond value theorems – various risk – interest rate risk – default risk - marketability risk. 1 T1,R2

11.

Case Study

2

T1

12.

Stock valuation – single period holding – multi period holding – constant growth model – two stage growth model – multi stage growth model – P/E ratio.

1

T1,R2

13.

Case Study.

2

T1

14.

Fundamental Analysis – Economic analysis – Industry analysis – company analysis.

1

T1,R1

15.

Technical Analysis - moving averages – MACD – oscillators – RSI – charts – trend reversals – Head and shoulders – Tops and bottoms – Dow theory.

2

T1,R3

2 16. Case Study.

T1

17.

Efficient market theory

1

T1,R1

18.

Portfolio construction – Markowitz model – Markowitz efficient frontier – sharpe index model. 1 T1,R1

19.

CAPM and APT.

1

T1,R1

20.

Portfolio Evaluation and revision – sharpe’s performance index – Treynor’s performance index – Jenson’s performance index. 2 T1,R1,R2

21.

Case Study.

2

T1

22.

Derivatives – Introduction to options and futures.

1

T1

TEXT BOOK: 1) Security Analysis and Portfolio management – V.A.Avadhani. Himalaya Publishing House.

REFERENCES: 1) Security analysis and portfolio management – Donaldi. Fisher. Ronald J. Jones – Pearson 2) Security analysis and portfolio management – S.Kevin – Prentice Hall of India. 3) Security analysis and portfolio management – Punithavathy Pandian – Vikas publications. 4) Security analysis and portfolio management – Dhanesh Khatri – Macmillan.

5) Investment Analysis – Ranganatham M., Madhumathi R. – Pearson. 6) Investments – Bodie , Kane, Marcus, Mohanty – Mc. Graw Hill.