course outline - investment analysis and portfolio management.docx

8/19/2019 Course Outline - Investment Analysis and Portfolio Management.docx

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INSTITUTE OF MANAGEMENT SCIENCES

HAYATABAD – PESHAWAR

Course In Charge Dr. Aau!!ah Shah

Progra""e# MBA

Course T$!e# In%es"en Ana!&s$s ' Por(o!$o Manage"enCourse Co)e# BBA

Naure o( Course# Core Course* + Cre)$,Hour

Course O-e/$%es:

Objectives of the course are to:

Know investment alternatives

Optimally diversify and make efficient portfolios

Allocate funds between risk-free and risky assets and choose portfolio as par the risk

tolerance of investors

Know and practice to trade at KSE

Know how margin financing at KSE works

alculate cost of e!uity with A"# and $$#

%alue stocks and bonds and find under&over-valued stocks

'nderstand various technical indicators like stochastic oscillator( #A$( $#A( )S* etc+

Course ou!$ne

To0$/ Su-o0$/s

Un)ersan)$ng In%es"ens

• ,he nature of investments

• 'nderstanding the investment decision process

In%es"en A!erna$%es

Organiing financial assets

#oney market securities

.i/ed-income securities

E!uity securities

$erivative securities 0.utures and Options1

In)$re/ In%es$ng

*nvestment company


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,ypes of investment companies

#ajor types of mutual funds

2et Asset %alue

#utual .und )eturns

Se/ur$$es Mar1es

"rimary markets

Secondary markets

Ho2 Se/ur$$es are Tra)e)

3rokerage transactions

4ow orders work

#argin

Short sales

The Reurns an) R$s1s (ro"

In%es$ng )eturn

#easuring returns

,aking a global perspective

#easuring risk

)ealied returns and risks from investing

Por(o!$o Theor&

$ealing with uncertainty

"ortfolio return and risk

Analying portfolio risk

#odern portfolio theory


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#easuring co-movements in security returns

alculating portfolio risk

Efficient portfolios

Por(o!$o Se!e/$on an)

Por(o!$o Per(or"an/e

E%a!ua$on

*ndifference curves

3uilding a portfolio using #arkowit principles

Estimation of minimum variance portfolio

*mpact of diversification on risk

Single inde/ model

Asse Pr$/$ng Mo)e!s

apital market theory

E!uilibrium return-risk tradeoff

Estimating S#5

#ulti .actor #odels

.ama and .rench #odel

Co""on So/1 3a!ua$on

$iscounted cash flow techni!ues

)elative valuation techni!ues

E/ono"&4 Mar1e Ana!&s$s

Se/or4 In)usr& Ana!&s$s

Assessing the economy

Analying sector& industry

Te/hn$/a! Ana!&s$s

Stock price and volume techni!ue

,echnical indicators


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Fuure Conra/s

.eatures

"ricing

Swaps

O0$on Conra/s

.eatures

%aluation

3lack Scholes #odel

Re/o""en)e) Boo1s#

• harles "+ 6ones+ Investments Analysis and Management 78e

• Kane 3odie #arcus+ Essentials to Investments 9e

course outline - investment analysis and portfolio management.docx

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