Corce plan

Lesson Plan
The readings referred to in the table below are recommended material from
A – Security Analysis & Portfolio Mgt. - Punithavathy Pandian
B – Investment Analysis & Portfolio Mgt. - Prasanna Chandra
C – Security Analysis & Portfolio Mgt. - Fischer, Jordan

Lecture
Topics
Readings
#


1. Introduction
A-Chapter 1
2 Investment-Meaning, nature, process
A- (pg.1-16)
B- (pg.)
C- (pg.14-17)
3&4 Alternatives of Investment
A- (pg.21-33)
B- (pg.31-55)
C- (pg.18-26)

5 Risk: Concept and components of total risk
A- (pg.139-146)
B- (pg.127-130)
C- (pg.77-95)
6& 7 Return: Measuring historical and expected return and risk
A- (pg.148-152,189-200)
B- (pg.130-145)
C- (pg.95-103)
8 systematic and unsystematic risk. Measurement of systematic risk.
A- (pg.139-146)
B- (pg.128-130)
C- (pg.84-95)
9. Objectives and benefits of investment analysis

A- (pg.)
B- (pg.312-313)
C- (pg.624-635)


10. security valuation
A- (pg.189-202)
B- (pg. )
C- (pg. )

11 & 12. Theories of fixed and variable
income securities.
A- (pg.163-171,189-201)
B- (pg.339-367,397-420)
C- (pg.)


13 &14. Efficient Market Theory;
A- (pg.283-291)
B- (pg.302-309)
C- (pg.550-567)

15 & 16 Fundamental Analysis - Economic, Industry and Company Analysis;
A- (pg.215-241)
B- (pg.428-462)
C- (pg. 113-116,142-156, 170-188)

17 & 18. Technical Analysis
A- (pg.257-276)
B- (pg.477-491)
C- (pg.522-542)
19. Portfolio – Meaning, advantages

A- (pg.319-322)
B- (pg.559-564)
C- (pg.571-574)

20 Portfolio selection
A- (pg.322-325)
B- (pg.564-570,575-575)
C- (pg.602-614)
21. Selection Problems: Markowitz portfolio theory
A- (pg.329-331)
B- (pg.)
C- (pg.575-587)
22. expected return and standard deviation for portfolios; the efficient frontier;
A- (pg331-336)
B- (pg.244-251)
C- (pg.)

23 the efficient frontier and investor utility;
the selection of the optimal portfolio;
A- (pg.337-340)
B- (pg.251-260)
C- (pg.)
24.&25 Sharpe single-index model;
A- (pg.355-364)
B- (pg.261-262)
C- (pg.587-592)
26 & 27 Capital Asset Pricing Model;
A- (pg.379-387)
B- (pg.272-287)
C- (pg.649-655)
28. Arbitrage Pricing Theory.
A- (pg.387-394)
B- (pg.287-291)
C- (pg.658-660)

29. & 30 Bond portfolio management strategies – passive portfolio strategies, active management strategies;

A- (pg.)
B- (pg.381-388)
C- (pg.376-405)

31 Portfolio revision – meaning, need, constraints

A- (pg.)
B- (pg.580-581)
C- (pg.189-191)

32 Portfolio revision strategies: formula plans - constant-dollar-value plan,
constant ratio plan, variable ratio plan;.
A- (pg.438-443)
B- (pg.)
C- (pg.)

33& 34. Portfolio performance evaluation: risk adjusted measures of performance
A- (pg.412-419)
B- (pg.581-587)
C- (pg.675-683)