Will you please give here syllabus / notes for Security Analysis and Portfolio Management (SAPM) subject of MBA program of SMU?

As you want I am here giving you syllabus / notes for Security Analysis and Portfolio Management (SAPM) subject of MBA program of SMU.

SAPM Subject Syllabus : MBA program

Unit 1
Investment – A Conceptual Framework: Investment process, risks of investment and the common mistakes made in investment management

Unit 2
Investment Environment: Features and composition of money market and capital market, money market, capital market instruments and financial derivatives

Unit 3
Risk and Return: Concepts of risk and return, how risk is measured in terms of standard deviation and variance, the relationship between risk and return

Unit 4
Fundamental Analysis: Economy analysis, industry analysis and company analysis, weaknesses of fundamental analysis

Unit 5
Technical Analysis: Tools of technical analysis, important chart formations or price patterns and technical indicators

Unit 6
Efficient Market Hypothesis: Concept of ‘Efficient Market’ and its implications for security analysis and portfolio management.

Unit 7
Behavioral Finance: Meaning of Behavioral finance, deals with when, how and why psychology influences investment decisions

Unit 8
Valuation of bonds and shares: Elements of investment, bond features and prices, call provisions on corporate bonds, convertible bonds and valuation of bonds

Unit 9
Portfolio Management – Risks and Returns: Concept of portfolio and portfolio management, concept of risk, types of portfolio management


Unit 10
Markowitz Portfolio Selection Model: Concept of portfolio analysis and diversification of risk. Also discusses Markowitz Model and Efficient Frontier

Unit 11
Capital Asset Pricing Model (CAPM): Deals with the assumptions of CAPM and the inputs required for applying CAPM and the limitations of this Model

Unit 12
Sharpe-The Single Index Model: Measurement of return on an individual stock, measurement of portfolio return and measurement of individual stock risk

Unit 13
Factor Models and Arbitrage Pricing Theory: Arbitrage Pricing Theory and its principles, Comparison of Arbitrage Pricing Theory with the Capital Asset Pricing Model.

Unit 14
International Portfolio Investments: Investment avenues for foreign portfolio investors, risks and returns associated with such investment.

Unit 15
Mutual Fund Operations: Mutual funds as a key financial intermediary, mobilizing savings and investing them in capital markets.

Here is the attachment.
SAPM MBA Sample paper





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