Investment Analysis & Portfolio Management University of Mumbai BMS 5th Sem Notes

09/04/2020 1 By indiafreenotes

Unit 1 Introduction to Investment Environment {Book}

a) Introduction to Investment Environment

Investment Environment: Introduction

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Investment Process

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Criteria for Investment

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Types of Investors

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Investment V/s Speculation V/s Gambling

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Investment Avenues

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Factors Influencing Selection of Investment Alternatives

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b) Capital Market in India

Capital Market in India Introduction

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Concepts of Investment Banks its Role and Functions

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Stock Market Index

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The NASDAQ

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SDL

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NSDL

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Benefits of Depository Settlement

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Online Share Trading and its Advantages

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Concepts of Small cap, Large cap, Midcap

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Penny Stocks

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Unit 2 Risk Return Relationship {Book}

Risk Return Relationship: Meaning

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Types of Risk- Systematic and Unsystematic risk

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Measurement of Beta

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Measurement of Standard Deviation, Variance

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Reduction of Risk through Diversification

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Practical Problems on Calculation of Standard Deviation, Variance and Beta

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Unit 3 Portfolio Management and Security Analysis {Book}

a) Portfolio Management:

Portfolio Management: Meaning and Concept, Objectives

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Portfolio Management Process

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Basic Principles

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Factors affecting Investment Decisions in Portfolio Management

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Portfolio Strategy Mix

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b) Security Analysis:

Fundamental Analysis, Economic Analysis, Industry Analysis, Company Analysis

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Technical Analysis: Basic Principles of Technical Analysis

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Uses of Charts: Line Chart, Bar Chart, Candlestick Chart

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Mathematical Indicators:

Moving Averages

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Oscillators

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Unit 4 Theories, Capital Asset Pricing Model and Portfolio Performance Measurement {Book}

a) Theories

Dow Jones Theory

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Elliot Wave Theory

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Efficient Market Theory

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b) Capital Asset Pricing Model: 

Assumptions of CAPM, CAPM Equation

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Capital Market Line

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Security Market Line

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c) Portfolio Performance Measurement:

Meaning of Portfolio Evaluation: Sharpe’s Ratio, Treynor’s Ratio, Jensen’s

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