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Econf421 Sapm

This document provides course details for "Security Analysis & Portfolio Management" including: 1) The objective is to provide insight into investments, portfolio design techniques, and analysis like fundamentals, technicals, and derivatives. 2) The textbook and reference materials are listed. 3) The comprehensive course plan over 40 lectures is outlined with topics, objectives, and references. 4) The evaluation scheme includes a mid-semester exam, final exam, two quizzes, and class participation. 5) Office hours are provided for student consultation.

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Yash Bhardwaj
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Download as PDF, TXT or read online on Scribd
18 views

Econf421 Sapm

This document provides course details for "Security Analysis & Portfolio Management" including: 1) The objective is to provide insight into investments, portfolio design techniques, and analysis like fundamentals, technicals, and derivatives. 2) The textbook and reference materials are listed. 3) The comprehensive course plan over 40 lectures is outlined with topics, objectives, and references. 4) The evaluation scheme includes a mid-semester exam, final exam, two quizzes, and class participation. 5) Office hours are provided for student consultation.

Uploaded by

Yash Bhardwaj
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE-PILANI

K K BIRLA GOA CAMPUS


INSTRUCTION DIVISION
Second Semester 2019-20
Course Handout Part II
Date: 08/01/2020

In addition to part -I (General Handout for all courses appended to the time table) this
portion gives further specific details regarding the course.

Course No. : ECON F412/FIN F313


Course Title : Security Analysis & Portfolio Management
Instructor-in-charge : RITIKA JAISWAL

1. Scope & Objective: Introducing students to the World of Investments.

The objective and focus of the course is to give an insight into nature and perspectives
embedded in the technical structures along with application of techniques for designing
an optimal portfolio. Focus would also be provided for an understanding of financial
derivatives, Risk Quantification, Security Valuation, Fundamental Analysis and Technical
Analysis required for security selection for designing an optimal portfolio. Reading of
financial dailies is important.

A/ Carry out Fundamental Analysis (that involves Economy Analysis, Industry Analysis
and Company Analysis) to study the intrinsic strength of a firm and make investment
decisions based on the study.
B/ Analyze and interpret various technical charts related to stock price movements and
predict future price movements to comment on Buy/Sell/Hold decisions.
C/ Understand the mechanics of Derivatives trading and develop various strategies for
hedging or speculation with derivatives.
D/ Comprehend the news items appearing in the financial dailies.

2. Text book (TB):


Reilly Frank K and Keith C. Brown, Investment Analysis and Portfolio Management,
8th edition, Thomson Learning, 2007.

3. Reference books (R):

1. D.E. Fisher and R.J. Jordan - Security Analysis and Portfolio Management,
Prentice-Hall/Pearson Edu., 6th Edition, 1995
2. Rusell J. Fuller & James L. Farell – Modern Investment & Security analysis -
McGraw Hill, International Ed.
2. J.C. Francis, Investments: Analysis and management, 5th Ed., 1991, McGraw Hill,
Singapore
3. M.Ranganatham & R. Madhumathi: Investment Analysis & Portfolio Management,
Pearson Education.

4. Comprehensive Course Plan:

Lecture Learning Objectives Topics to be covered Reference


No.

1-3 Exposure to investment Introduction to Investments. Risk and Chap 1-2 (TB)
climate, Risk and return. return, asset allocation, investor life cycle,
Collective Investment Vehicles (Mutual fund
and Exchange traded funds ,

4-6 Global Investments, Security Global Investment Choices, Organization Chap 3-4-5
Market related concepts and functioning of security markets, indexes (TB)
and their calculations Types of orders,
trading mechanism, margin trading,

7-9 Exposure to Bond Time Value of Money, Bond Valuation, Chap 17 (TB)
Fundamentals Analysis & management. Duration, and Lecture
Immunization, Interest rate futures Notes(R2)/Ch
-11 (R-1)

10-12 Models of Security Valuation Cash Flow Model and Dividend Discount Chap 19-TB
Model, Multiple Growth rates,

13-15 Exposure to Fundamental Economy, Industry & Company Analysis Chap 12, 13,
Analysis 14 and
chapter 10
and 11 (TB) +

16-18 Efficient Market Hypothesis Weak, Semi strong and Strong form C-6-Lecture
Notes and TB

19-21 Technical Analysis Understanding the significance and Chap 15 (R1)


limitations of Technical Analysis. Popular + Chap
figures and chart patterns (support and 15(TB)/PPT/
resistance level, moving averages, Price- Lecture Notes
volume indicators, momentum indicators)
their analysis and interpretation.

22-24 Introduction to Derivatives Introduction to Options, Futures, Forwards, Lecture Notes

25-27 Derivatives Swaps, Warrants, popular hedging and Lecture Notes


speculation strategies using derivatives.

28-30 Derivatives Option and Futures Pricing. Lecture Notes


31-32 Understanding intricacies of Various objectives of performance Chap 7-8 (TB),
portfolio mgt. evaluations,

33-35 Learning Portfolio Capital Market Theory, Capital Asset R-1


performance measurement Pricing model, Fama and French model
evaluation

36-38 Learning Portfolio Arbitrage Pricing Model, Markowitz and Lecture Notes
performance measurement Sharpe Ratio
evaluation

39-40 Learning Portfolio Asset Allocation Strategies (Portfolio R-1


performance measurement Revision), Sharpe Portfolio Optimization
evaluation Model

5. Evaluation Scheme:

EC Components Duration Weight age Date, Time & Venue Nature of


No (%) Component
.
1 Mid-Sem 90 min 30 06/03/2020, 2:00 PM to 3:30 PM CB
2 CE 3hrs 45 03/05/2020 (FN) CB
3. Quiz (2) - 20 To be announced later CB
Class
4 Participation 5
.

6. Chamber Consultation Hour: Between 12:00 PM to 1:00 P M on Tuesday,


Thursday and Saturday

Instructor-In-Charge
ECON F412/FIN F313

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