PEDAGOGY OF INVESTMENT ANALYSIS AND MANAGEMENT

Time Topic Teaching Approach

MODULE 1: BASICS OF
INVESTMENTS

Concepts of investments PPT & Lectures

Investment Vs Speculation PPT & Lectures
Gambling and Arbitrage: PPT & Lectures
Forms of investment-investment in PPT & Lectures
physical and financial assets
3 HOURS investment alternatives,investment PPT & Lectures
objectives, constraints;
investment process: direct and indirect PPT & Lectures
investment.
Macro economic factors influencing PPT & Lectures
investment,Investment environment in
India.
MODULE 2: RISK AND RETURN

Concept of Risk PPT & Lectures

Sources of Risk PPT & Lecture
Types of Risk-Systematic and PPT & Lectures
unsystematic Risk
Risk Aversion PPT & Lectures
4 HOURS Measurement of Risk- Standard Practical Exercise,
Deviation, Coefficient of variation Lectures & Case Studies
Beta as a measure of Risk. Practical Exercise,
Lecture
Concept of Return. Measurement of Practical Exercise,
Return,Relative Return Lectures
Expected value and measuring Return Practical Exercise,
over multiple periods. Lectures
MODULE 3: SECURITY ANALYSIS

Fundamental Analysis: E-I-C approach. PPT & Lectures

Variables used in E-I-C analysis
Technical Analysis: Basic tenets and PPT & Lectures
Premises of Technical Analysis
PEDAGOGY OF INVESTMENT ANALYSIS AND MANAGEMENT
Time Topic Teaching Approach
Dow theory and Elliott wave-theory PPT & Lectures
6 HOURS Price and volume charts, Price pattern PPT & Lectures
analysis
Market indicators, Weakness and PPT & Lectures
shortcomings of Technical Analysis
Technical Analysis Vs Fundamental PPT & Lectures
Analysis
Efficient Market Hypothesis PPT & Lectures
Concept and Forms of Market PPT & Lectures
Efficiency
MODULE 4: PORTFOLIO
ANALYSIS AND MANAGEMENT

Diversification and Portfolio Risk PPT & Lectures

Measurement of Portfolio Risk and PPT & Lectures
Return: Elements of Portfolio
Management Practical Exercise,
Portfolio Analysis and Portfolio Lectures,Case Study
Selection PPT & Lectures
7 HOURS
Portfolio Models – Markowitz Model, Practical Exercise,
Diversification Lectures,Case Study
Efficient Frontier and Selection of PPT & Lectures
Optimal Portfolio
Practical Exercise,
Markowitz Portfolio Risk and Return Lectures
Sharpe Single Index Model- Concept of Practical Exercise,
alpha and Beta- Corner Portfolio Lectures
Sharpe’s Portfolio Risk and Return,
Portfolio optimization and selection
MODULE 5: CAPITAL MARKET
THEORY

Capital Asset Pricing Model PPT & Lectures

Capital Market Line and Security PPT & Lectures
Market Line - Applications of Security
5 HOURS Market Line
Empirical Evidence of Capital Asset PPT & Lectures
PEDAGOGY OF INVESTMENT ANALYSIS AND MANAGEMENT
Time Topic Teaching Approach
Pricing Model

Beta of CAPM, Practical Exercise,PPT

Arbitrage Pricing Theory, & Lectures
Building of Arbitrage Portfolio
Return Generating process, Factor
Model PPT & Lectures
MODULE 6: Performance Evaluation
and Revision of Portfolios

Selection criteria: Performance Practical Exercise,PPT

Evaluation- Sharpe’s Performance & Lectures
Index
Treynor’s Performance Index Practical Exercise,PPT
& Lectures
Jensen’s Measure to identify the Practical Exercise,PPT
5 HOURS predictive ability & Lectures
Evaluation of Mutual Fund.-NAV Demonstration Using
method , Excel,Practical
Portfolio Revision Methods- Exercise,PPT &
Investment Timing Lectures
Formula Plans Constant Dollar Value PPT & Lectures
Plan, Constant Ratio Plan, Variable
Ratio Plan