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Vipin Sharma


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
-. 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
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$6well, 1&';.
The objective of this paper is to give students an overall view of the
international financial system and how multinational corporations operate.
#$%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
*isk in International !perations /inancing of International Project and
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.