Portfolio Management

About Course

Paper Code: 232401	Marks: 100	Credits: 4	Class Hours: 60 hrs.
Paper Title :	PORTFOLIO MANAGEMENT

Course Content

Support Groups

Chapter-1 AHitory of Interest Rates and Risk Premium
Determination of levels of interest rates; Risk and risk premiums; Real versus nominal risk; Return distribution and value at risk.

Chapter-2 Risk and Risk Aversion
Risk and risk aversion; Portfolio risk; Portfolio Mathematics.

Chapter-3 Capital Allocation Between Risky and Risk Free Assets
Capital allocation across risky and risk-free portfolios, Portfolios of one risky and one risk-free assets; Risk tolerance and asset allocation; the capital market line.

Chapter-4 Optimal Risky Portfolios
Diversification and Portfolio risk, Portfolio of two risky assets : Asset allocation; The Markowitz Portfolio Selection Model; The Spreadsheet Model; Optimal portfolios with restrictions on risk-free assets.

Chapter-5 The Capital Assets Pricing Model
The CAPM; Extensions of the CAPM; The CAPM and liquidity.

Chapter-6 Index Models
A single-index security market; The CAPM and the Index Model; The industry version of the Index Model; Index Models and tracking portfolios.

Chapter-7 Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Overview of Multifactor Models; APT; Individual Assets and APT; A Multifactor Apr; where to look for factor.

Chapter-8 Maket Efficiency and Behavioral Finance
Random Walk and EMH; Implications of EMH; Event studies and market efficiency dilemma; Behavioral interpretation of market efficiency.

Chapter-9 Macroeconomics and Indutry Analysis
The global versus domestic economy; Demand and supply shocks; Business cycle; Industry analysis;

Chapter-10 Portfolio Performance Evaluation
Measuring investment returns; The conventional theory of performance evaluation; Performance measurement with changing portfolio composition; market timing; Performance attribution process; Style analysis.

Chapter-11 International Diversification
Global market for equities, Risk return and benefit of factors in international investing and diversification.

Chapter-12 The Theory of Active Portfolio Management
Meaning and objectives of active portfolio management; Market timing; Security selection.

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About Course

Course Content

Support Groups

Chapter-1 AHitory of Interest Rates and Risk Premium
Determination of levels of interest rates; Risk and risk premiums; Real versus nominal risk; Return distribution and value at risk.

Chapter-2 Risk and Risk Aversion
Risk and risk aversion; Portfolio risk; Portfolio Mathematics.

Chapter-3 Capital Allocation Between Risky and Risk Free Assets
Capital allocation across risky and risk-free portfolios, Portfolios of one risky and one risk-free assets; Risk tolerance and asset allocation; the capital market line.

Chapter-4 Optimal Risky Portfolios
Diversification and Portfolio risk, Portfolio of two risky assets : Asset allocation; The Markowitz Portfolio Selection Model; The Spreadsheet Model; Optimal portfolios with restrictions on risk-free assets.

Chapter-5 The Capital Assets Pricing Model
The CAPM; Extensions of the CAPM; The CAPM and liquidity.

Class Brief

Class-1 Requirements 1-6

Class-2 Requirements 7-10

Chapter-6 Index Models
A single-index security market; The CAPM and the Index Model; The industry version of the Index Model; Index Models and tracking portfolios.

Class Brief

Class-1 Requirements 1-6

Class-2 Requirements 7-10

Chapter-7 Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Overview of Multifactor Models; APT; Individual Assets and APT; A Multifactor Apr; where to look for factor.

Chapter-8 Maket Efficiency and Behavioral Finance
Random Walk and EMH; Implications of EMH; Event studies and market efficiency dilemma; Behavioral interpretation of market efficiency.

Class Brief

Class-1 Requirements 1-4

Class-2 Requirements 5-10

Class-3 Requiremnets 11-15

Chapter-9 Macroeconomics and Indutry Analysis
The global versus domestic economy; Demand and supply shocks; Business cycle; Industry analysis;

Chapter-10 Portfolio Performance Evaluation
Measuring investment returns; The conventional theory of performance evaluation; Performance measurement with changing portfolio composition; market timing; Performance attribution process; Style analysis.

Class Brief

Class-1 Requirements 1-7

Class-2 Requirements 8-16

Chapter-11 International Diversification
Global market for equities, Risk return and benefit of factors in international investing and diversification.

Class Brief

Class-1 Requirements 1-8

Class-2 Requiremenet 9-16

Class-3 Requirements 17-25

Class-4 Requirements 26-30

Chapter-12 The Theory of Active Portfolio Management
Meaning and objectives of active portfolio management; Market timing; Security selection.

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About Course

Course Content

Support Groups

Chapter-1 AHitory of Interest Rates and Risk Premium Determination of levels of interest rates; Risk and risk premiums; Real versus nominal risk; Return distribution and value at risk.

Chapter-2 Risk and Risk Aversion Risk and risk aversion; Portfolio risk; Portfolio Mathematics.

Chapter-3 Capital Allocation Between Risky and Risk Free Assets Capital allocation across risky and risk-free portfolios, Portfolios of one risky and one risk-free assets; Risk tolerance and asset allocation; the capital market line.

Chapter-4 Optimal Risky Portfolios Diversification and Portfolio risk, Portfolio of two risky assets : Asset allocation; The Markowitz Portfolio Selection Model; The Spreadsheet Model; Optimal portfolios with restrictions on risk-free assets.

Chapter-5 The Capital Assets Pricing Model The CAPM; Extensions of the CAPM; The CAPM and liquidity.

Class Brief

Class-1 Requirements 1-6

Class-2 Requirements 7-10

Chapter-6 Index Models A single-index security market; The CAPM and the Index Model; The industry version of the Index Model; Index Models and tracking portfolios.

Class Brief

Class-1 Requirements 1-6

Class-2 Requirements 7-10

Chapter-7 Arbitrage Pricing Theory and Multifactor Models of Risk and Return Overview of Multifactor Models; APT; Individual Assets and APT; A Multifactor Apr; where to look for factor.

Chapter-8 Maket Efficiency and Behavioral Finance Random Walk and EMH; Implications of EMH; Event studies and market efficiency dilemma; Behavioral interpretation of market efficiency.

Class Brief

Class-1 Requirements 1-4

Class-2 Requirements 5-10

Class-3 Requiremnets 11-15

Chapter-9 Macroeconomics and Indutry Analysis The global versus domestic economy; Demand and supply shocks; Business cycle; Industry analysis;

Chapter-10 Portfolio Performance Evaluation Measuring investment returns; The conventional theory of performance evaluation; Performance measurement with changing portfolio composition; market timing; Performance attribution process; Style analysis.

Class Brief

Class-1 Requirements 1-7

Class-2 Requirements 8-16

Chapter-11 International Diversification Global market for equities, Risk return and benefit of factors in international investing and diversification.

Class Brief

Class-1 Requirements 1-8

Class-2 Requiremenet 9-16

Class-3 Requirements 17-25

Class-4 Requirements 26-30

Chapter-12 The Theory of Active Portfolio Management Meaning and objectives of active portfolio management; Market timing; Security selection.

Student Ratings & Reviews

Happy New Year-2026

Chapter-1 AHitory of Interest Rates and Risk Premium
Determination of levels of interest rates; Risk and risk premiums; Real versus nominal risk; Return distribution and value at risk.

Chapter-2 Risk and Risk Aversion
Risk and risk aversion; Portfolio risk; Portfolio Mathematics.

Chapter-3 Capital Allocation Between Risky and Risk Free Assets
Capital allocation across risky and risk-free portfolios, Portfolios of one risky and one risk-free assets; Risk tolerance and asset allocation; the capital market line.

Chapter-4 Optimal Risky Portfolios
Diversification and Portfolio risk, Portfolio of two risky assets : Asset allocation; The Markowitz Portfolio Selection Model; The Spreadsheet Model; Optimal portfolios with restrictions on risk-free assets.

Chapter-5 The Capital Assets Pricing Model
The CAPM; Extensions of the CAPM; The CAPM and liquidity.

Chapter-6 Index Models
A single-index security market; The CAPM and the Index Model; The industry version of the Index Model; Index Models and tracking portfolios.

Chapter-7 Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Overview of Multifactor Models; APT; Individual Assets and APT; A Multifactor Apr; where to look for factor.

Chapter-8 Maket Efficiency and Behavioral Finance
Random Walk and EMH; Implications of EMH; Event studies and market efficiency dilemma; Behavioral interpretation of market efficiency.

Chapter-9 Macroeconomics and Indutry Analysis
The global versus domestic economy; Demand and supply shocks; Business cycle; Industry analysis;

Chapter-10 Portfolio Performance Evaluation
Measuring investment returns; The conventional theory of performance evaluation; Performance measurement with changing portfolio composition; market timing; Performance attribution process; Style analysis.

Chapter-11 International Diversification
Global market for equities, Risk return and benefit of factors in international investing and diversification.

Chapter-12 The Theory of Active Portfolio Management
Meaning and objectives of active portfolio management; Market timing; Security selection.