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Security Analysis and Portfolio Management

Security Analysis and Portfolio Management. Instructor: Prof. J. Mahakud, Department of Humanities and Social Sciences, IIT Kharagpur. This course provides a broad overview of investment management, focusing on the application of finance theory to the issue faced by portfolio managers and investors in general. Topics will include the topics of equity investment, and fixed income investment in various markets in the case of individual securities and issues related to portfolio optimization and performance evaluation. This also deals with the risk management instruments used to manage the risk in equity market. It provides the extensive idea about the mutual fund investment and develops general portfolio management tools which are applicable when managing portfolios with any of all asset classes. (from nptel.ac.in)

Lecture 40 - Portfolio Performance Evaluation (cont.)


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Lecture 01 - Introduction to Investment Management
Lecture 02 - Markets for Investment
Lecture 03 - Risk and Return
Lecture 04 - Risk and Return (cont.)
Lecture 05 - Organization and Function of Equity and Debt Markets
Lecture 06 - Mutual Funds
Lecture 07 - Market Efficiency - Concepts and Forms of Efficiency
Lecture 08 - Testing Market Efficiency
Lecture 09 - Financial Statement Analysis
Lecture 10 - Financial Statement Analysis (cont.)
Lecture 11 - Valuation of Equity Shares
Lecture 12 - Valuation of Equity Shares (cont.)
Lecture 13 - Economic Analysis
Lecture 14 - Economic Analysis (cont.)
Lecture 15 - Industry Analysis
Lecture 16 - Industry Analysis (cont.)
Lecture 17 - Company Analysis
Lecture 18 - Company Analysis (cont.)
Lecture 19 - Technical Analysis
Lecture 20 - Technical Analysis (cont.)
Lecture 21 - Introduction to Portfolio Management
Lecture 22 - Introduction to Portfolio Management (cont.)
Lecture 23 - Capital Market Theory
Lecture 24 - Capital Market Theory (cont.)
Lecture 25 - Arbitrage Pricing Theory
Lecture 26 - Multifactor Pricing Model
Lecture 27 - Markowitz Optimal Portfolio Selection Model
Lecture 28 - Other Optimal Portfolio Selection Models
Lecture 29 - Equity Portfolio Management Strategies
Lecture 30 - Equity Portfolio Management Strategies (cont.)
Lecture 31 - Introduction to Bond Analysis
Lecture 32 - Bond Pricing and Yield
Lecture 33 - Interest Rate: Determination and Structure
Lecture 34 - Bond Price Volatility
Lecture 35 - Bond Portfolio Management Strategies
Lecture 36 - Bond Portfolio Management Strategies (cont.)
Lecture 37 - Derivatives
Lecture 38 - Derivatives (cont.)
Lecture 39 - Portfolio Performance Evaluation
Lecture 40 - Portfolio Performance Evaluation (cont.)