Security Analysis and Portfolio ManagementVikas Publishing House The theories in the topics of SAPM have been given in detail and in an analytical manner, and their practical applications have been illustrated with examples and case studies, which are often taken from the real world. It follows a learning-outcome-based approach, and it is packed with rich chapter-end exercises to reinforce learning. It is designed to be a comprehensive textbook for all senior-level postgraduate students of MBA-Finance, PGDM-Finance, and M.Com. programs, and final-level students of other professional courses like CA, CMA, CS and CFA. Investors will find this book to be of an immensely useful reference. |
Contents
| 1 | |
| 3 | |
| 20 | |
| 51 | |
Portfolio Theory and Practice | 95 |
Risk and Return | 97 |
Risk Aversion Utility of Wealth and Capital Allocation to Risky Assets | 121 |
Portfolio Analysis | 144 |
Fixedincome Securities | 559 |
Bond Analysis Valuation and Term Structure of Interest Rates | 561 |
Managing Bond Portfolios | 604 |
Derivatives | 637 |
Futures | 639 |
Options | 677 |
Applied Portfolio Management | 747 |
Performance Evaluation | 749 |
Index Models | 193 |
Equilibrium in Capital Market | 231 |
Capital Asset Pricing Model | 233 |
Arbitrage Pricing Theory | 287 |
Efficient Market Hypothesis | 315 |
Behavioural Finance | 347 |
Technical Analysis | 367 |
Security Analysis | 407 |
Macroeconomic and Industry Analysis | 409 |
Company Analysis | 436 |
Financial Statement Analysis | 457 |
Equity Valuation Model | 518 |
Common terms and phrases
amount analysis annual assets Assume average banks beta bond borrowing calculated capital cash flows considered contract corporate correlation cost coupon crore debt determine dividend duration earnings economic effect efficient equal equity estimated example exchange exercise expected return factors Figure firm fixed futures gain given growth hedge higher holding important income increase India indicates individual industry interest interest rate investment investors issue less liquidity long-term loss lower margin maturity mean measure months mutual fund offer option payment percent performance period portfolio position premium present profit purchase rate of return ratio received risk risky scheme securities sell share short SOLUTION standard deviation stock price strategy term trading utility weighted yield zero