Indian Institute of Technology Guwahati

Proposal for a New Course

Course Number & Title: BM603H – Investment and Personal Finance
L-T-P-C: 4-0-0-4
Course Content / Syllabus:

Overview of investments, Portfolio analysis, risk and return, time-series analysis of returns, alternative risk measures; Optimal allocation in portfolios, Markowitz Portfolio Theory, efficient frontier, index models; Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), multifactor models, Efficient Market Hypothesis (EMH); Security analysis and Valuation, investment strategies; Portfolio performance measures, market timing, performance attribution.

Books
References