MIT PUNE’s

MIT School of Telecom and Management Studies,

Course Plan
Course : MITSOT’s PGDMTS & PGDMM Program and MITSOL’s PGPLTEM Program
Batch : 2009 – 2011 (Semester III)
Course Code: M3013
Title: Security Analysis and Portfolio Management
COURSE OBJECTIVE-to provide an overview of the securities market and analysis of securities. It will
also provide in insight into the method of portfolio formation and management

COURSE PREREQUISITES-Knowledge of Financial Management

Faculty: Maya Balaji Sessions: 32

COURSE CONTENT & UNIT PLAN

UNIT UNIT TITLE & CONTENT UNIT OBJECTIVE
NO
1 Introduction To provide an introduction to
different types of securities and
to risk-return analysis
Introduction to types of securities
Investment Environment
Risk-Return Analysis
Problems
2 Fundamental Analysis To understand the role of a
company’s fundamental
parameters in evaluating a
security

Meaning of fundamental analysis

Economy analysis
Economic forecasting
Industry analysis
Company Analysis
3 Equity stock valuation To study the various methods
used for equity valuation
Concept of present value
Share valuation models
Valuation using P/E Model
Preferred stock valuation
CAPM Method of valuing securities

4 Bond valuation models and To study the various methods

used for bond valuation

Bond Returns
Bond prices
Bond pricing theorems
Bond Risks
 5 Efficient market Hypothesis To understand the concept of
efficient markets
Efficient market hypothesis
Random Walk theory
Forms of market efficiency

6 Technical Analysis To understand the basic

principles related to technical
analysis
Meaning of technical analysis
Trends and trend reversals
Chart patterns
Elliot wave theory
Mathematical indicators
7 Portfolio Analysis To do a risk return analysis of a
portfolio
Expected return on a portfolio
Risk of a portfolio
Diversification and risk reduction
Portfolios with more than two securities
8 Portfolio Selection To select an optimal portfolio
Markowitz Model
Sharpe Index Model
Jenson Model
Treynor Model

REFERENCE BOOKS
SR. NO. AUTHOR TITLE PUBLISHER
1 Fisher and Security Analysis and Portfolio Management PHI
Jordon
2 S Kevin Security Analysis and Portfolio Management PHI
3 Pandian Security Analysis and Portfolio Management Vikas
4 Prasanna Portfolio Management
Chandra
5 V. K. Bhalla Portfolio Management

INTERNET RESOURCES

www.bseindia.com
www.nseindia.com
www.moneycontrol.com
www.indiainfoline.com