Portfolio Management (F)
₹160.00
SYBFM — SEMESTER – III
Author: Farhat Fatma Shaikh
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Description
SYLLABUS
| 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 |
