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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# "harpe1 "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$urit" Anal"sis and #ortfolio
,anagement., ' T" ed., .elhi, S. hand, (//1.
0. 11111111111111111111 #ortfolio Anal"sis and ,anagement, .elhi, S.hand, (//(
2. Elton, Edwin J and Gru3er, ,artin J. ,odem #ortfolio 4heor" and Investment
Anal"sis. !ew 5or6, John Wile", 1&'2.
7. 8ee, heng F. et$. Se$urit" Anal"sis and #ortfolio ,anagement. S$ott,
Foresman, 1&&/.
9. ,ar6owit:, %arr" ,. ,ean. *arian$e Anal"sis in #orifolio hoi$e and apital
,ar6ets. 8ondon, )asi$ )la$6well, 1&';.
FM-40(: INTERNATIONAL FINAN#IAL MANAGEMENT
Objeci!e"
The objective of this paper is to give students an overall view of the
international financial system and how multinational corporations operate.
#$%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 7irect
Investment.
*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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