Portfolio Management

Course Objective

  • Understand risk-return principles in portfolio theory.
  • Develop portfolio construction and optimization techniques.
  • Evaluate asset classes and diversification strategies.
  • Analyze portfolio performance.
  • Apply tools for investment decision-making.

    • Course Outcomes (CO)

    CO No. Course Outcome PO Mapping
    CO1 Explain the risk-return trade-off in investment decisions. PO1, PO2
    CO2 Construct optimal portfolios using modern portfolio theory. PO2, PO4
    CO3 Evaluate asset allocation and diversification strategies. PO1, PO5
    CO4 Use tools for portfolio analysis and rebalancing. PO4, PO6
    CO5 Assess portfolio performance using industry metrics. PO2, PO7

Syllabus of Portfolio Management

  • Introduction to Portfolio Management
  • Investment Objectives and Constraints
  • Risk and Return Analysis
  • Modern Portfolio Theory – Markowitz Model
  • Efficient Frontier and Optimal Portfolios
  • CAPM and APT Models
  • Asset Allocation Strategies
  • Diversification and Correlation
  • Mutual Funds and ETFs
  • Portfolio Evaluation and Benchmarking
  • Behavioral Aspects in Portfolio Management
  • Use of Technology and Robo-Advisory Tools
  • Rebalancing and Risk Management
  • Case Studies
  • Future of Portfolio Management