Portfolio Management (F)

₹160.00

Author: Farhat Fatma Shaikh

Name: Portfolio Management (F)
SKU: 9262
Price: 160.00 INR
Availability: InStock

No.	Modules / Units
1	Introduction to portfolio management
	• Investment process, Investment categories, defining investment goals and objectives, Investment constraints. • Process of asset allocation, different approaches to allocation decision, overview of allocation techniques.
2	Portfolio Management Strategies:
	• Active strategy, passive strategy, semi active strategy, duration shift and immunization, efficient market hypotheses, top down and bottoms up.
3	Portfolio Analysis:
	• Analysis: Diversification, portfolio risk and return, single index model, The sharpe index model, Portfolio Beta. • Selection: Markowitz Risk- Return optimization, concept of utility, Sharpe optimization model, Geometric mean model, Safety First model, Stochastic Dominance Model.
4	Portfolio Revision and performance management:
	• Revision: Portfolio rebalancing, portfolio upgrading, Formula plans, constant ratio plan, variable ratio plan, selection and revision of equity portfolio • Performance measurement: Methods of calculating rate of return, Money weighted rate of return, Time weighted rate of return, Linked internal rate of return, Buying the index approach, Sharpe’s- Treynor’s – Jensen’s performance measure of portfolio