MC9291 PORTFOLIO MANAGEMENT Syllabus for 5th Sem MCA - Fifth semester - Regulation 2009 - Anna University
MC9291 PORTFOLIO MANAGEMENT LT P C
3 0 0 3
UNIT I MONEY AND CAPITAL MARKETS 8
Trends of savings and financial flow, the Indian Money market , introduction, characteristics of money market , need for money market, major segments of money market, money market instruments and Capital market, introduction, primary market and secondary market, recent capital market reforms, new capital issue, instruments and market participant
UNIT II STOCK EXCHANGES 10
Nature and functions of stock exchange in India,organizational structure of the secondary marlet,stock exchanges and financial development in India, listing of securities in stock exchange-OTCEI market-New Issue Market- concepts and function, underwriting, role of new issue market ,mechanics of trading in stock exchanges.
Analysis - Economic forecasting
Investment Decisions -
Forecasting techniques. Industry Analysis - Industry classifications. Economy and
Indus try Analysis. Industry life cycle - Evaluating Industry relevant factors - External
industry information sources. Company Analysis : Measuring Earnings - Forecasting
Earnings - Applied valuation techniques - Graham and Dodds investor ratios.
UNIT IV TECHNICAL ANALYSIS 10
Technical Analysis: Fundamental Analysis Vs Technical Analysis - Charting methods - Market Indicators. Trend - Trend reversals - Patterns - Moving Average - Exponential moving Average - Oscillators - ROC - Momentum - MACD - RSI - Stoastics.Factors influencing share prices, forecasting stock prices - Efficient Market Theory - Risk and Returns.
UNIT V PORTFOLIO ANALYSIS 9
Portfolio theory- Markowitz theory, Sharpe index model,CAPM.Portfolio investment model- basic principles, planning, implementation, portfolio objective and types. Portfolio evaluation – measures of return, formula plans,types of formula plans.Risk adjusted measure of performance – Sharpe’s measure, Treynor’s measure and Jensen’s measure
TOTAL : 45 PERIODS
1. V.K.Bhalla, “Investment Management”, S.Chand & Company Ltd, New Delhi 2003.
1. Punithavathy Pandian, Security Analysis & Portfolio Management – Vikas Publishing
House Pvt. Ltd., 2001.
2. V.A.Avadhani – Securities Analysis & Portfolio Management – Himalaya Publishing