Investment Analysis & Portfolio Management (MBA)

Securities, risk and return, fundamental and technical analysis, portfolio theory and performance evaluation.

6 MonthsDuration 5Chapters23Topics

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Syllabus · पाठ्यक्रम

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01Unit 1: Investment Environment 5 topics

Investment, speculation and gambling
Investment avenues: shares, bonds, mutual funds, real estate, gold
Investment process
Primary and secondary markets
Stock exchanges, trading and settlement; role of SEBI

02Unit 2: Risk & Return 4 topics

Return: holding period and expected return
Types of risk: systematic and unsystematic
Measurement of risk: variance and standard deviation
Beta and its interpretation

03Unit 3: Security Analysis 4 topics

Fundamental analysis: economy, industry and company (EIC)
Technical analysis: Dow theory, charts, support and resistance
Indicators: moving averages, RSI
Efficient market hypothesis: weak, semi-strong, strong forms

04Unit 4: Valuation of Securities 4 topics

Bond valuation, current yield and yield to maturity
Bond price and interest rate relationship; duration
Equity valuation: dividend discount model, Gordon growth model
P/E ratio approach

05Unit 5: Portfolio Theory & Evaluation 6 topics

Markowitz portfolio theory and diversification
Efficient frontier
Capital asset pricing model and security market line
Sharpe single index model and arbitrage pricing theory
Portfolio performance: Sharpe, Treynor and Jensen measures
Portfolio revision

About

You will be able to

Explain the investment process, investment avenues and the working of securities markets
Measure risk and return of single securities and portfolios, including beta
Carry out fundamental (economy-industry-company) and basic technical analysis
Value bonds and equity shares using yield and dividend discount models
Apply Markowitz portfolio theory, CAPM and the single index model
Evaluate portfolio performance using Sharpe, Treynor and Jensen measures

Who it is for

MBA students of Semester 3 (AKTU) - Finance specialisation
Students aiming at equity research, wealth management and broking careers

What you need

Financial Management (Semester 2) completed
Basic statistics: mean, standard deviation, correlation

Questions

Which syllabus is followed?

The AKTU (Dr. A.P.J. Abdul Kalam Technical University, Lucknow) MBA syllabus of Investment Analysis & Portfolio Management (Semester 3). If your own university's syllabus differs, the centre follows your university syllabus and units.

Are numericals important in this subject?

Yes. Expected return, risk, beta, bond and share valuation, CAPM and performance measures are practised step by step with calculator.

How will I be tested?

Unit-wise MCQ tests and a final paper at semester level, plus practice on short and long answer questions from previous university papers.