iapm 2012-13
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IAPMTRANSCRIPT
Template for Course outline for MBA core Program
Format - Course outline (2012-13)___________________________________________________________________Investment Analysis & Portfolio ManagementSchool of Business Management, NMIMS MBA Core II Trimester I Academic Year 2012___________________________________________________________________
Instructor: Prof. Debasish GhoshEmail Id: [email protected]
Extn no. 5830________________________________________________________________________
Course Goals :
This course is the place to learn how to allocate capital, manage portfolio risk and maximize its performance in very possible economic condition. This course presents the classical and modern ideas of financial investments with an applied focus. You will master the analytical tools and financial theory necessary for making smart investments.
Objectives: The course intends to equip students for a career with Securities Analysis Firms, Financial Institutions and Banks. Emphasis is given on developing skills to think logically on issues related to the operation of Equity markets. The course lays the foundations for theoretical and practical understanding of issues involved in investing in Equity securities. The course is no way intended to help students identify stocks for investment purposes. The course purports to train students in selecting and managing stocks and portfolios of such securities. Evaluation Criteria: ( in %)Quiz: 20%
Portfolio Game 15%
Research Report 25%
End-Term Examination: 40%
Session Details: 1-20 (for 90 minutes sessions) Sr. No.TopicSuggested reading
1.The Money Management IndustryCh.1 BKM
2.Markowitz ApproachCh.7 BKM
3.Capital Asset Pricing ModelCh.9 BKM
4.Multifactor Asset PricingCh.10 BKM
5.Sector RotationCh.4 BKM
6.Portfolio RebalancingCh.3 BKM
7.Economic Analysis ICh.17 BKM
8.Economic Analysis IICh.17 BKM
9.Industry Analysis ICh.17 BKM
10.Industry Analysis IICh.17 BKM
11.Company Analysis ICh.18 BKM
12.Company Analysis IICh.19 BKM
13.Active InvestingCh.27 BKM
14.Passive InvestingCh.7 BKM
15.Value InvestingCh.18 BKM
16.Growth InvestingCh.18 BKM
17.Behavioural InvestingCh.12 BKM
18.Algortithmic & High Frequency TradingCh.26 BKM
19.Market Neutral TradingCh.26 BKM
20.Pair TradingCh.26 BKM
Text Book References:1.Chandra, Prasanna (2003): Investment Analysis and Portfolio Management, Tata-Mc Graw Hill.
2 Reilly, Frank, K. and Keith C. Brown (2003): Investment Analysis and Portfolio Management, 7th Edition, Thomson - South Western.3 Bodie, Zvi, Kane, Alex, and Alan J. Marcus (2004): Investments, 6th Edition, McGraw-Hill.
4 Elton, Edwin J. and Martin J. Gruber (2000): Modern Portfolio Theory and Investment Analysis, 4th Edition, John Wiley
5 Fischer, Donald E. and Ronald J. Jordan (2000): Security Analysis and Portfolio Management, 5th Edition, Prentice Hall
6 National Stock Exchange of India (2004): Indian Securities Market, A Review, NSE, Mumbai
7 Tadashi, Endo (1998): The Indian Securities Market: A Guide for Foreign and Domestic Investors, Vision Books, New Delhi.8. Harris, Lawrence (2004): Trading and Exchanges, OUP.
9. Schwartz, Robert (2007): Equity Markets in Action, Wiley Trading Series.
10. Kissell, Robert and Morton Glantz (2007): Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk, Prentice-Hall. Prepared by Faculty
Recommended by Area Chairperson/Prog Chairperson
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