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Vipin Sharma

M-401 : PORTFOLIO MANAGEMENT

Objeci!e"

The objective of this course is to give the students an in-depth knowledge of

the theory and practice of Portfolio Management.

#$%r"e #$nen"

1. Introduction to Portfolio Management - n !ptimum Portfolio

"election Problem# Markowit$ Portfolio Theory# The Mean-variance

%riterion &M'%( - The )ature of Investment *isk# M'% and Portfolio"election# The Investment in +i,uid ssets# Portfolios of Two *isky

"ecurities.

. Three "ecurity Portfolio# The fficient /rontier# Tracing the fficient

/rontier - The relationship between the 0nleveraged and +everaged

Portfolio# "harpe "ingle Inde2 Model3 pplication of Market Model

in Portfolio %onstruction.

4. %apital sset Pricing Model# %haracteristic +ines# /actor Models and

rbitrage Pricing Theory# %onstructing fficient /rontier# !ptimum

rtPortfolios - %onstructing the !ptimum Portfolio# Portfolio Investment

Process.

5. 6ond Portfolio Management "trategies3 Investment Timing and

Portfolio Performance valuation3 %orporate Portfolio Management in

India# International 7iversification.

S%&&e"e' Rea'in&"

1. Alexander, Gordon J. and Sharpe, William F. Fundamentals of Investments.Englewood liffs, !ew Jerse", #renti$e %all In$., 1&'&.

(. )halia, * +. Investment anagement-- Se$urit" Anal"sis and #ortfolioanagement., ' T" ed., elhi, S. hand, (//1.

0. #ortfolio Anal"sis and anagement, elhi, S.hand, (//(

2. Elton, Edwin J and Gru3er, artin J. odem #ortfolio 4heor" and InvestmentAnal"sis. !ew 5or6, John Wile", 1&'2.

7. 8ee, heng F. et$. Se$urit" Anal"sis and #ortfolio anagement. S$ott,Foresman, 1&&/.

9. ar6owit:, %arr" . ean. *arian$e Anal"sis in #orifolio hoi$e and apitalar6ets. 8ondon, )asi$ )la$6well, 1&';.

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FM-40(: INTERNATIONAL FINAN#IAL MANAGEMENT

Objeci!e"

The objective of this paper is to give students an overall view of the

international financial system and how multinational corporations operate.

#$%r"e #$nen"

Multinational /inancial Management - n overview3 volution of the

International Monetary and /inancial "ystem3 Managing short-term assets

and liabilities.

The /oreign Investment 7ecision3 %ountry *isk nalysis Political *isk

Management# Multinational %apital 6udgeting pplication and Interpretation.

International 6anking and Money Market# International 6onk Markets

International ,uity Market# Interntional Management# /oreign 7irectInvestment.

*isk in International !perations /inancing of International Project and

"ubsidiaries.

The list of cases and specific references including recent articles and reports

will announced in the class at the time of launching of the course.

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