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INSTITUTE OF MANAGEMENT SCIENCES

HAYATABAD PESHAWAR
Course In Charge
Programme:
Course Title:
Course Code:
Nature of Course:
Course Objectives:

Dr. Attaullah Shah


MBA
Investment Analysis & Portfolio Management
BBA
Core Course, 3 Credit-Hour

Objectives of the course are to:

Know investment alternatives


Optimally diversify and make efficient portfolios
Allocate funds between risk-free and risky assets and choose portfolio as par the risk
tolerance of investors
Know and practice to trade at KSE
Know how margin financing at KSE works
Calculate cost of equity with CAPM and DDM
Value stocks and bonds and find under/over-valued stocks
Understand various technical indicators like stochastic oscillator, MACD, DMA, RSI etc.

Course outline
Topic
Understanding Investments

Subtopics

The nature of investments

Understanding the investment decision process

Investment Alternatives

Organizing financial assets

Money market securities

Fixed-income securities

Equity securities

Derivative securities (Futures and Options)

Investment company

Indirect Investing

Types of investment companies

Major types of mutual funds

Net Asset Value

Mutual Fund Returns

Primary markets

Secondary markets

Brokerage transactions

How orders work

Margin

Short sales

Return

Measuring returns

Taking a global perspective

Measuring risk

Realized returns and risks from investing

Dealing with uncertainty

Portfolio return and risk

Analyzing portfolio risk

Modern portfolio theory

Securities Markets

How Securities are Traded

The Returns and Risks from


Investing

Portfolio Theory

Measuring co-movements in security returns

Calculating portfolio risk

Efficient portfolios

Indifference curves

Building a portfolio using Markowitz principles

Estimation of minimum variance portfolio

Impact of diversification on risk

Single index model

Capital market theory

Equilibrium return-risk tradeoff

Estimating SML

Multi Factor Models

Fama and French Model

Discounted cash flow techniques

Relative valuation techniques

Economy/ Market Analysis

Assessing the economy

Sector/ Industry Analysis

Analyzing sector/ industry

Stock price and volume technique

Technical indicators

Portfolio Selection and


Portfolio Performance
Evaluation

Asset Pricing Models

Common Stock Valuation

Technical Analysis

Future Contracts

Features

Pricing

Swaps

Features

Valuation

Black Scholes Model

Option Contracts

Recommended Books:

Charles P. Jones. Investments Analysis and Management 10e

Kane Bodie Marcus. Essentials to Investments 7e

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