OUR OWN PUBLICATION FROM 1ST JULY, 2018 FOR B.COM

1. B.COM FIRST SEMESTER COMPLETE NOTES (CHOICE BASED) WITH SOLVED FINANCIAL ACCOUNTING BOOK
2. B.COM 3RD SEM COMPLETE NOTES WITH SOLVED BOOKS OF:
*ADVANCED FINANCIAL ACCOUNTING
*BUSINESS STATISTICS SOLVED PAPERS OF LAST 7 YEARS
* FINANCIAL MANAGEMENT BOOK
3. B.COM 5TH SEMESTER COMPLETE NOTES WITH SOLVED BOOKS OF MANAGEMENT ACCOUNTING OF JAIN AND NARANG

Saturday, January 12, 2013

Dibrugarh University - Semester IV - Security Analysis and Portfolio Management (404)


Total Marks: 100 (End Sem 80 + IA 20)
Unit – I: Investments:
Meaning, Process and alternatives; Valuation of fixed, variable and convertible securities; Measurement of Risk and Return, Systematic and Unsystematic Risk; Sources and measurement; Fundamentals and Technical Analysis, Market Efficiency in various forms.

Unit – II: Portfolio Analysis & Management:
Traditional portfolio analysis; Effect of combining securities; Diversification; Markowitz model; location of the efficiency frontier.

Unit – III: Capital Asses Pricing:
Capital Asset pricing model – assumptions, capital market line, security market line, market models; Arbitrage pricing theory and factors models – factor models and return generating process, one and two factor model.

Unit – IV: Portfolio Performance, Measurement & Evaluation:
Measurement of portfolio performance – Risk and Return; Risk adjustment and performance measures – Sharpe, treynor and Jensin models; Components of portfolio investment performance – stock selection and market timing.

Unit – V: Options and Futures:
Options, Futures – meaning, nature and difference; Uses of options and Futures.