Security Analysis and Portfolio Management

Description

Detailed lecture summaries of all lecture content throughout semester. Covers all class material including portfolio return and risk analysis, portfolio diversification, different asset pricing models for portfolio analysis including SIM, CAPM, Zero-Beta CAPM, Fama-French, APT, DDM, FCFF, and FCFE analysis. models. Also covers literature-based testing of models, bond analysis and duration, allocation strategies, risk-adjusted performance measures, performance appraisal, options pricing and calculations including Black-Scholes Option Model and Put-Call Parity, overview of futures and forwards and relevant markets. Also provides overview of the role and activities of hedge funds.