National College of Business Administration & Economics

Multan Campus
Programme: BBA

Course Title: Investment and portfolio Course Instructor: Rohail

Pasha

INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT

COURSE DESCRIPTION/OBJECTIVE
The objective of the course is to study theory and empirical evidence relevant for
portfolio management. An emphasis is placed on understanding how an investment
professional would allocate funds in a hypothetical portfolio. Major topics include
estimation of capital market parameters, trade-off between risk and return, optimal
portfolio selection, equilibrium asset pricing models, and delegated portfolio
management. Emphasis will be put on development of techniques that should be
part of the tool kit of those interested in becoming professional investors and/or
researchers in finance. The course material is tilted heavily towards equity markets
since there are separate courses that cover fixed income markets and derivative
securities. This course is designed to primarily address the needs of advanced
students in an MBA program.
LEARNING OUTCOMES
By the end of this course it is expected that the student will be able to:
1. Understand the operations of financial markets;
2. To analyze the various types of assets including equities, fixed income
securities, and derivatives;
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3. To perform risk analysis.
4. Enhance the skills are required for corporate finance, trading, and
investment banking positions.
PLAN OF EDUCATIONAL METHODOLOGY TO BE USED
Knowledge Skills
Multimedia
presentations,
Lectures
group
discussions,
COURSE CONTENT
Week 01 Investment Settings
Organization And
Week 02 Functioning Of Securities
Market
Security market indicator
Week 03 series
Introduction to efficient
Week 04 market hypothesis
An introduction to
Week 05 portfolio management
 An introduction to asset
Week 06 pricing models
Analysis of financial
Week 07 statements
Week 08 Security valuation
Week 09 Stock market analysis
Week 10 Industry analysis
Company analysis and
Week 11 stock valuation
Week 12 Technical analysis
Introduction to behavioral
Week 13 finance
Introduction to financial
Week 14 derivatives
Forwards, Futures,
Week 15 Options & Swaps
Week 16 Project/Revision

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TEXT BOOK
1. Jones. P. Charles; Investment: Analysis & Management, John Wiley & Sons.
REFERENCE BOOKS
1. Sharpe, Alenander and Bailey; Investments, Prentice Hall.
2. Bodie, Kanne & Marcus; Investment, McGraw Hill.
3. Radcliff; Investment: Concepts Analysis Strategy, Addison Wesley.