Book Details

Security Analysis and Portfolio Management (JNTU-H)

Security Analysis and Portfolio Management (JNTU-H)

Published by SIA Publishers and Distributors (P) Ltd.

Course Code : MBA III-Sem
Author : SIA PUBLISHERS
University : Osmania University
Regulation : 2019
Categories : Arts and Science
Format : ico_bookPDF (DRM Protected)
Type :

eBook

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Description :

SYLLABUS

UNIT- I

Introduction to Investment

Investment, Speculation and Gambling, Features of Investment, Investment Avenues, Investment Process,

The Investment Environment – Securities Market of India, – Securities Trading and Settlement – Types of Orders – Margin Trading.

UNIT - II

Portfolio Analysis

Risk and Return Analysis – Markowitz Portfolio Theory, Mean – Variance Approach, Portfolio Selection – Efficient

Portfolios, Single Index Model – Capital Asset Pricing Model, Arbitrage Pricing Theory.

UNIT- III

Bond Valuation

Classification of Fixed Income Securities, Types of Bonds, Interest Rates, Term Structure of Interest Rates,

Measuring Bond Yields, Yield to Maturity, Yield to Call, Yield to Maturity, Holding Period Return, Bond Pricing

Theorems, Bond Duration, Active and Passive Bond Management Strategies, Bond Immunization, Bond

Volatility, Bond Convexity.

UNIT- IV

Equity Valuation

(a) Equity Analysis and Valuation, Equity Valuation Models, Relative Valuation Techniques – Earnings Multiplier

Approach, Valuation using P/E Ratio, Price to Book Value, Price/Sales Ratio, Economic Value Added

Approach.

(b) Fundamental Analysis, Technical Analysis, Efficient Market Hypothesis.

UNIT - V

(a) Derivatives

Overview of Indian Derivatives Markets, Option Markets, Option Strategies and Option Valuation, Forward

and Future Markets, Mechanics of Trading, Strategies.

(b) Performance Evaluation

Mutual Funds, Types of Mutual Funds Schemes, Structure, Trends in Indian Mutual Funds, Net Asset

Value, Risk and Return, Performance Evaluation Models – Sharpe Model, Treynor Model, Jensen Model,

Fama’s Decomposition.

Note : Security Analysis and Portfolio Management, MBA (III-Sem) JNTU-HYD

Publisher Detail:

Publisher Name: SIA Publishers and Distributors (P) Ltd.

Contact Email Id: msultan@siaedugroup.com

Address:#5-1-911/5, Universal Book Mall, Putli BowliKoti, Hyderabad - 500095Telangana State, India

Url: https://www.siapublishers.com/

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