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BMA5302 - Investment Analysis and Management Ravi Jain PDF

This document outlines the module for the course "Investment Analysis and Management" which will run from May 11th to June 20th, 2020. The course is taught by Dr. Ravi Jain and will focus on analyzing stocks, bonds, options, and other securities. Students will be assessed based on class participation, homework, a case analysis, presentation, mid-term quiz, and final quiz done in groups. Topics covered include mutual funds, portfolio performance, bond and derivatives valuation.

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Nikhil
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197 views4 pages

BMA5302 - Investment Analysis and Management Ravi Jain PDF

This document outlines the module for the course "Investment Analysis and Management" which will run from May 11th to June 20th, 2020. The course is taught by Dr. Ravi Jain and will focus on analyzing stocks, bonds, options, and other securities. Students will be assessed based on class participation, homework, a case analysis, presentation, mid-term quiz, and final quiz done in groups. Topics covered include mutual funds, portfolio performance, bond and derivatives valuation.

Uploaded by

Nikhil
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

Module Outline

Programme : THE NUS MBA


Module Code : BMA 5302
Module Title : INVESTMENT ANALYSIS AND MANAGEMENT
Class Date : From 11/5/2020 To 20/6/2020
Semester : Special Term 1, Academic Year 2019-2020
Faculty : Dr. Ravi Jain, PhD
Department : Finance
Email : bizrj@nus.edu.sg
URL : http://bizfaculty.nus.edu/faculty-profiles/574-ravi
Telephone : +65 6516 3066 (dept.)

Overview
This is an introductory course in investment analysis. It will focus on the analysis of stocks, fixed income
securities (such as bonds), options and other derivative securities. Additionally, it will examine the role and
performance of portfolio managers, mutual funds and other investment companies.

Pre-requisite: The students enrolled in this module should have successfully completed Financial
Management (BMA 5008) or an equivalent module.

Module Objectives
The course should help to lay the foundation for careers in financial analysis, financial planning, investment
banking, and portfolio management. The topics covered in this course will overlap with some of the topics
for the Chartered Financial Analysts (CFA) examinations. More generally, this course should prove useful for
the management of your personal investments.

Assessment
Your grade will be based on your performance in class participation (10%), homework (10%), a case analysis
(10%), a presentation (10%), a mid-term quiz (30%), and a final quiz (30%). All assignments except for the
quizzes are to be done by groups made up of four to five students.

Class Participation: Simply attending the class is not enough to get a favorable class participation grade. In
evaluating class participation, I will look for comments that are thoughtful and lead the discussion forward.
You can improve your participation grade considerably by coming to class prepared. In grading for class
participation, I will also take into account your active participation in the forum on IVLE.

Homework: You will be asked to do several homework assignments. At the end of the term I will grade only
two randomly selected assignments. Failure to turn in an assignment (even one which is not eventually
graded) by the deadline will result in a penalty.

Case Analysis and Presentation: Each group has to analyze a case study and do an in-class presentation.
More details will be provided in separate documents.

Mid-term Quiz and Final Quiz: The quiz format will be a combination of multiple-choice questions, short
problems, long problems, and short essay-type questions. These questions will be designed to test your
analytical and problem solving skills, and your knowledge of conceptual and qualitative material. The final
quiz will likely be cumulative but will emphasize topics covered after the mid-term quiz.

If you are not satisfied with your grade on a quiz or an assignment, you may ask for your analysis to be re-

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graded, giving detailed and substantial justifications for your request. You should bear in mind that if I accept
your request and re-grade your quiz or assignment, you can be given the same grade, a higher grade or a
lower grade than originally assigned.

Assessment Components Weightage


Class participation 10%
Homework 10%
Case analysis 10%
Presentation 10%
Mid-term quiz 30%
Final quiz 30%

Schedule and Outline

Lesson Date Readings/Topics Assignments


1 13 May How securities are traded (Ch. 3)
Mutual Funds and Investment Companies (Ch. 4)
2 15 May Mutual Funds and Investment Companies (Ch. 4) Ch. 3 HW
Portfolio Performance Evaluation (Ch. 24)
Suggested reading: Portfolio Theory (Ch. 7), CAPM (Ch. 9), Efficient Market
Hypothesis (Ch. 11)
3 20 May Portfolio Performance Evaluation (Ch. 24) Ch. 4 HW
4 22 May Bond Prices and Yields (Ch. 14) Ch. 24 HW
The Financial Crisis of 2008 (Section 1.7)
5 27 May The Term Structure of Interest Rates (Ch. 15) Ch. 14 HW
Review for Mid-term Quiz Student
Presentations
6 29 May MID-TERM QUIZ Ch. 15 solved
Managing Bond Portfolios (Ch. 16) practice problems
7 3 June Options Markets: Introduction (Ch. 20) Ch. 16 HW
Student
Presentations
8 5 June Options Markets: Introduction (Ch. 20) Student
Option Valuation (Ch. 21) Presentations
9 10 June Option Valuation (Ch. 21) Ch. 20 HW
Valuation of convertible securities Student
Presentations
10 12 June Option Valuation (Ch. 21) Case: Mogen Inc.
Discussion of Mogen Inc. case
11 17 June Futures Markets (Ch. 22) Ch. 21 HW
Review for Final Quiz
12 19 June FINAL QUIZ Ch. 22 solved
practice problems

General Guide & Reading

Textbook and Other Resources


Required textbook: Zvi Bodie, Alex Kane, Alan J. Marcus and Ravi Jain, Investments, Asia Global Edition,
McGraw-Hill. The textbook also has an Online Student Resource Center: www.mheducation.asia/olc/bodie.

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The readings from the text will be supplemented by other materials such as case studies, relevant news articles,
and academic journal articles. To get the most out of the course, students should make an effort to be well-
informed about current developments in the financial markets by reading publications such as The Wall Street
Journal, Financial Times, or the business section of The Straits Times.

Course Format
The lectures will focus on the major points introduced in the textbook. The lectures will provide general
background information on the topics covered and may not necessarily be specific to the homework problems
and cases assigned. Prior to class you should read the relevant material in the textbook, the PowerPoint slides,
and any additional assigned readings. You are encouraged to ask questions and to be an active participant in
class. You are expected to attend class regularly and to come to class on time.

Students are expected to access the course page on IVLE (ivle.nus.edu.sg) for course related information
including announcements and PowerPoint slides of the lectures. Students are also encouraged to actively
participate in the forum on IVLE to discuss course related and general investments related issues.

Contact Information
I encourage you to contact me through email for relatively straightforward queries. For more in-depth
discussion, you may meet me at any time I am in my office. But to ensure that I am available for consultation,
I recommend that you make an appointment via email.

List of Major Topics


The following is a list of the major topics that are proposed to be covered in this course. Based on the progress
of the class, minor changes (additions or deletions) may be made to this list.
 Basics of financial investments
 How securities are traded
 Implications of efficient capital markets
 Portfolio theory

 Portfolio Management
 Mutual funds, hedge funds, and other investment companies
 Passive and active portfolio management
 Portfolio performance evaluation

 Analysis of fixed income securities


 Bond prices and yields
 The term structure of interest rates
 Bond duration and convexity
 Managing bond portfolios

 Analysis of derivative securities


 Introduction to options
 Option strategies
 Option valuation using binomial option pricing and Black-Scholes
 Forwards, Futures, and Swaps
 Hedging using derivatives

Academic Honesty & Plagiarism


Academic integrity and honesty is essential for the pursuit and acquisition of knowledge. The University and
School expect every student to uphold academic integrity & honesty at all times. Academic dishonesty is any
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misrepresentation with the intent to deceive, or failure to acknowledge the source, or falsification of
information, or inaccuracy of statements, or cheating at examinations/tests, or inappropriate use of
resources.

Plagiarism is ‘the practice of taking someone else's work or ideas and passing them off as one's own' (The
New Oxford Dictionary of English). The University and School will not condone plagiarism. Students should
adopt this rule - You have the obligation to make clear to the assessor which is your own work, and which is
the work of others. Otherwise, your assessor is entitled to assume that everything being presented for
assessment is being presented as entirely your own work. This is a minimum standard. In case of any doubts,
you should consult your instructor.

Additional guidance is available at:


1. http://www.nus.edu.sg/registrar/adminpolicy/acceptance.html#NUSCodeofStudentConduct
2. Online Module on Plagiarism: http://emodule.nus.edu.sg/ac/

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