Podcast
Questions and Answers
What is the primary objective of the Security Analysis and Portfolio Management course?
What is the primary objective of the Security Analysis and Portfolio Management course?
Which of the following best describes unsystematic risk?
Which of the following best describes unsystematic risk?
What does the Markowitz model primarily deal with?
What does the Markowitz model primarily deal with?
What is the Security Market Line (SML) derived from?
What is the Security Market Line (SML) derived from?
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Which of these is NOT typically used in measuring portfolio performance?
Which of these is NOT typically used in measuring portfolio performance?
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Which of the following best describes the purpose of diversification in portfolio management?
Which of the following best describes the purpose of diversification in portfolio management?
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What does 'market timing' refer to in the context of portfolio investment performance?
What does 'market timing' refer to in the context of portfolio investment performance?
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Which of the following is a core component of fundamental analysis?
Which of the following is a core component of fundamental analysis?
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Study Notes
Security Analysis and Portfolio Management (DSE 601)
- Course Objective: To introduce students to the fundamentals of security analysis and portfolio management.
- Total Marks: 100 (Internal Assessment 20 + Term End 80)
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Course Structure:
- 60 Lectures
- 4 Tutorials
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Unit I: Investments
- Covers the meaning, processes, and alternative investment strategies.
- Explores risk and return, systematic and unsystematic risk, along with their measurement.
- Includes foundational & technical analysis concepts.
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Unit II: Portfolio Analysis & Management
- Focuses on traditional portfolio analysis.
- Explains the impact of combining securities and diversification.
- Introduces the Markowitz model and the efficient frontier.
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Unit III: Capital Asset Pricing
- Details the Capital Asset Pricing Model (CAPM) and its assumptions.
- Discusses the capital market line, security market line, and market models.
- Explores arbitrage pricing theory and factor models.
- Includes one and two-factor models and the return generating process
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Unit IV: Portfolio Performance
- Focuses on measuring and evaluating portfolio performance.
- Covers risk and return, risk adjustment, and performance measures (Sharpe, Treynor, Jensen).
- Includes stock selection and market timing strategies.
Textbooks
- Fischer: Security Analysis and Portfolio Management (Pearson, New Delhi).
- Ranganathan: Security Analysis and Portfolio Management (Pearson, New Delhi).
- Van Horne J.C: Fundamentals of Financial Management (Prentice Hall of India, New Delhi).
- Prasanna Chandra: Financial Management Theory and Practice (Tata McGraw Hill, New Delhi).
- Pandey I.M.: Financial Management (Vikas Publishing House, New Delhi).
- Bhalla V.K.: Modern Working Capital Management (Anmol Pub, Delhi).
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Description
This quiz covers the fundamentals of security analysis and portfolio management as outlined in the DSE 601 course. It includes topics such as investment strategies, risk measurement, portfolio diversification, and the Capital Asset Pricing Model (CAPM). Test your knowledge on the key concepts and models necessary for effective portfolio management.
