Portfolio Performance
Evaluation
Module 5
Portfolio Evaluation
Portfolio evaluation is the last step in the process of
portfolio management.
Portfolio analysis, selection, revision are undertaken with
the objective of maximising the returns and minimizing
Fundamental Analysis
Unit-3
Fundamental Analysis
Economic analysis, Industry analysis, Company
analysis, Forecasting company earnings, Valuation of
companies.
Introduction
Portfolio managers undertake different types of analysis
in order to attempt to sel
Fixed Income Securities
Unit 2
Fixed Income securities
Bond Prices and yield
Bond Characteristics and Types,
Bond Pricing, Bond yield,
Term Structure of Interest rate,
Interest rate risk-interest rate sensitivity,
Duration, convexity and immunization
Portfolio Management
Module 1
1. Market Efficiency
Random walk and efficient market hypothesis.
Empirical testing of Efficient Market
Hypothesis(EMH)
Portfolio Theory Capital allocation between the risky
asset and risk free asset
Optimal risky portfoli
Mathematical Tripos 2003 : Electromagnetism O5, Mich. 2002
Lecture notes by A.J.Macfarlane, DAMTP
Corrections or comments by email to [email protected]
1 Introduction
Copyright 2002 University of Cambridge. Not to be quoted or reproduced with
Analysis I
Course C5
T. W. Korner
September 18, 2007
Small print The syllabus for the course is defined by the Faculty Board Schedules (which
are minimal for lecturing and maximal for examining). I should very much appreciate
being told of any corrections