SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT - PANDIAN PUNITHAVATHY (VIKAS PUBLISHING HOUSE)
Keywords: INDIAN STOCK MARKET INTRODUCTION TO INVESTMENT AND SECURITIES 1 Investment Speculation Gambling and Investment Investment Objectives The Investment Process Investment Policy Security Analysis' Valuation Construction of Portfolio Evaluation Securities Equity Shares Sweat Equity Non-voting Shares Right Shares Bonus Shares Preference Stock Debenture Bond Warrants Investment Information Summary Questions Multiple Choice Questions. Security Analysis and Portfolio Management Market Making Concept The Present Situation National Securities Depository Limited The Functioning Transactions of the NSDL Sunzmary Questions Multiple Choice Questions STOCK MARKET INDICES Usefulness of Indices Computation of Stock Index Differences between the Indices The BSE Sensitive Index NSE -50 index (Nifty) Selection Criteria CNX Nifty Junior S & P CNX 500 Summary Questions Multiple Choice Questions THE SECURITIES AND EXCHANGE BOARD OF INDIA Objectives of SEBI Functions of SEBI Organisation of SEBI SEBI's Role in the Primary Market Secondary Market and SEBI Mutual Funds and SEBI SEBI and the FIIs Critical Review of SEBI Summary Questions Multiple Choice Questions . Risk Defined Systematic Risk Unsystematic Risk Minimising Risk Exposure Risk Measurement Summary Review Problems Questions Multiple Choice Questions . BOND RETURN AND VALUATION Bond Basics Bond Risk The Time Value Concept The Present Value Bond Return Yield to maturity Bond Value Theorems Convexity The Term Structure of Interest Rate (Yield Curve) Riding the Yield Curve Duration Immunisation Summary Review Problems Questions Multiple Choice Questions STOCK RETURN AND VALUATION Return The Anticipated Return Present Value of the Return Multiple Year Holding Period. Constant Growth Model Two Stage Growth Model The Three-Phase Model Valuation through P/E Ratio Whitbeck Kisor Model Preferred Stock Valuation Summary Review Problems Questions Multiple Choice Questions FUNDAMENTAL ANALYSIS Industry Analysis Industry Analysis Company Analysis Earnings of the Company Financial Analysis Growth in Earnings Summary Review Problems Questions Multiple Choice Questions *FINICAL ANALYSIS Technical Analysis Assumptions History of Technical Analysis T technical Tools Dow Theory Primary Trend The Secondary Trend Minor Trends Support and Resistance Level Indicators Odd Lot Trading Moving Average. Rate of Change Charts Technical Analysis and Fundamental Analysis Summary Questions Multiple Choice Questions EFFICIENT MARKET THEORY Bas Concepts l'he Random-Walk Theory Weak Form of EMH A Study: Predictability of Stock Returns Semi-strong Form Strong Form The Essence of the Theory Market Inefficiencies Summary Questions Multiple Choice Questions . OPTIONS AND FUTURES Meaning Factors Affecting the Value of Call Option The Black-Scholes Option Pricing Model Futures Forward and futures Selection of Index for the Futures PORTFOLIO MANAGEMENT PORTFOLIO CONSTRUCTION Approaches in Portfolio Construction Determination of Objectives Selection of Portfolio Summan. PORTFOLIO-MARKOWITZ MODEL 329 Simple diversification The Markowitz model Risk and Return with Different correlation Markowitz efficient frontier Summary THE SHARPE INDEX MODEL Single index model Corner Portfolio Sharpe's Optimal Portfolio Construction of the Optimal Portfolio Optimum Portfolio with Short Sales CAPITAL ASSET PRICING THEORY AND ARBITRAGE PRICING THEORY The CAPM theory Assumptions Arbitrage Pricing Theory. PORTFOLIO EVALUATION Mutual Fund Sharpe's Performance Index Treynor's Performance Index Jensen's Performance Index Summary Review Problems Questions Multiple Choice Question . PORTFOLIO REVISION Passive Management Active Management The Formula Plans Assumptions of the Formula Plan Variable Ratio Plan