First Semester of Academic Year 2016-2017
MA 476 Portfolio Theory and Performance Analysis
Course Webpage

Instructor:   Dr. N. Selvaraju

Syllabus: This is an open elective course for B.Tech. within the broad area of financial engineering. It covers mainly the Markowitz's portfolio theory and its variations, CAPM, utility optimization problems, discussing along side their uses in the performance analysis of strategies.   Detailed Syllabus

Lecture Timings: This course has weekly THREE contact hours (in F-Slot).
Monday 12:00 - 12:55
Wednesday 12:00 - 12:55
Friday 12:00 - 12:55

Venue:  Lectures: Room 2203 (Core 2), Academic Complex

Evaluation Plan:
Quizzes/Assignments/Attendance/Term Paper Presentations 25 marks
Mid-Semester Examination
30 marks
End-Semester Examination
45 marks
Total 100 marks

General Instructions:


For any queries or help in MA 476 course, contact the instructor (Office: E204, Academic Complex, Extn. 2611).