Format - Course outline (2012-13) ___________________________________________________________________ Investment Analysis & Portfolio Management School of Business Management, NMIMS MBA

Core II Trimester I Academic Year 2012 ___________________________________________________________________ Instructor: Prof. Debasish Ghosh Email Id: dghosh@nmims.edu Extn no. 5830 ________________________________________________________________________ Course Goals : This course is the place to learn how to allocate capital, manage portfolio risk and maximize its performance in very possible economic condition. This course presents the classical and modern ideas of financial investments with an applied focus. You will master the analytical tools and financial theory necessary for making smart investments.
Objectives:

The course intends to equip students for a career with Securities Analysis Firms, Financial Institutions and Banks. Emphasis is given on developing skills to think logically on issues related to the operation of Equity markets. The course lays the foundations for theoretical and practical understanding of issues involved in investing in Equity securities. The course is no way intended to help students identify stocks for investment purposes. The course purports to train students in selecting and managing stocks and portfolios of such securities. Evaluation Criteria: ( in %) Quiz: 20% Portfolio Game 15% Research Report 25% End-Term Examination: 40% Session Details: 1-20 (for 90 minutes sessions) Sr. No. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. Topic The Money Management Industry Markowitz Approach Capital Asset Pricing Model Multifactor Asset Pricing Sector Rotation Portfolio Rebalancing Economic Analysis I Economic Analysis II Industry Analysis I Industry Analysis II Suggested reading Ch.1 BKM Ch.7 BKM Ch.9 BKM Ch.10 BKM Ch.4 BKM Ch.3 BKM Ch.17 BKM Ch.17 BKM Ch.17 BKM Ch.17 BKM

11. 12. 13. 14. 15. 16. 17. 18. 19. 20.

Company Analysis I Company Analysis II Active Investing Passive Investing Value Investing Growth Investing Behavioural Investing Algortithmic & High Frequency Trading Market Neutral Trading Pair Trading

Ch.18 BKM Ch.19 BKM Ch.27 BKM Ch.7 BKM Ch.18 BKM Ch.18 BKM Ch.12 BKM Ch.26 BKM Ch.26 BKM Ch.26 BKM

Text Book References: 1. Chandra, Prasanna (2003): Investment Analysis and Portfolio Management , Tata-Mc Graw Hill. 2 Reilly, Frank, K. and Keith C. Brown (2003): Investment Analysis and Portfolio Management, 7th Edition, Thomson - South Western. 3 Bodie, Zvi, Kane, Alex, and Alan J. Marcus (2004): Investments, 6th Edition, McGraw-Hill. 4 Elton, Edwin J. and Martin J. Gruber (2000): Modern Portfolio Theory and Investment Analysis, 4th Edition, John Wiley 5 Fischer, Donald E. and Ronald J. Jordan (2000): Security Analysis and Portfolio Management, 5th Edition, Prentice Hall 6 National Stock Exchange of India (2004): Indian Securities Market, A Review, NSE, Mumbai 7 Tadashi, Endo (1998): The Indian Securities Market: A Guide for Foreign and Domestic Investors, Vision Books, New Delhi. 8. Harris, Lawrence (2004): Trading and Exchanges, OUP. 9. Schwartz, Robert (2007): Equity Markets in Action, Wiley Trading Series. 10. Kissell, Robert and Morton Glantz (2007): Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk, Prentice-Hall.

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