portfolio investment

1. Week Chapters Session Topic
1 Chapter 2 FINANCIAL SECURITIES
Types of securities markets and its various instruments available for
investments
2 Chapter 3 FINANCIAL MARKETS Types of financial markets. Types of orders and its utilization.
3
Chapter 4 THE CHARACTERISTICS OF THE
OPPORTUNITY SET UNDER RISK
Mean Variance approach towards single security as investment as well
as portfolio investments
4 Numerical Chapter 4 Numerical pertaining to Mean Variance approach.
5 Chapter 5 DELINEATING EFFICIENT PORTFOLIOS Efficient portfolio: both with short selling allowed and not allowed.
6 Case Study Carol Bewer Investments
7 Numerical Chapter 5 Numerical pertaining to efficient portfolio.
8 Mid Term Mid term examination
9
Chapter 6 TECHNIQUES FOR CALCULATING THE
EFFICIENT FRONTIER
i) Short Sales Allowed with Riskless Lending and Borrowing ii) Short
Sales Allowed: No Riskless Lending and Borrowing iii) Riskless Lending
and Borrowing with Short Sales Not Allowed
10
Chapter 7 THE CORRELATION STRUCTURE OF
SECURITY RETURNS: THE SINGLE-INDEX MODEL
i) The Inputs to Portfolio Analysis ii) Single-Index Models: An Overview
iii) Characteristics of the Single-Index Model iv) Estimating Beta v)
The Market Model
11
Numerical Chapter 7, Chapter 8 THE CORRELATION
STRUCTURE OF SECURITY RETURNS: MULTI-INDEX
MODELS AND GROUPING TECHNIQUES
i) Multi-Index Models ii) Mixed Models iii) Fundamental Multi-Index
Models
12
Chapter 9 SIMPLE TECHNIQUES FOR DETERMINING
THE EFFICIENT FRONTIER
i) The Single-Index Model ii) Security Selection with a Purchasable
Index
13 Numerical Chapter 9 Numerical pertaining to single index model
14
Chapter 21 INTEREST RATE THEORY AND THE
PRICING OF BONDS
Determinants of bond pricing theory. Various interest rate theories.
15 Presentations Final report submission and its presentations.
Text Book
MODERN PORTFOLIO THEORY AND INVESTMENT ANALYSIS, Edwin J. Elton, Martin J. Gruber, Stephen J. Brown &
William, null Edition, Wiley Finance,.