SATUAN ACARA PERKULIAHAN (SAP) Kelas : PAGI/XL SEMESTER PERIODE : II.I
Kode mata kuliah Nama mata kuliah Penanggung jawab Kompetensi umum
: : : :
JUNI
SEPTEMBER 2011
SAPS/2 SKC Security Analysis & Portfolio Selection Sulaeman Rahman, SE, MBA Concerned with the characteristics and analysis of individual securities, as well as With the theory and practice of optimally combining securities into portfolio.
Sessi
1.
2.
3.
Hari tgl Jam Senin, 06 Juni ‘11 10.45-12.25
Rabu, 08 Juni ‘11 10.45-12.25
Senin, 13 Juni ‘11 10.45-12.25
Kode Dosen
Pokok bahasan / Sub Pokok Bahasan
Sumber Acuan
PORTFOLIO ANALYSIS o
SR
o o o
Mean variance portfolio theory The characteristic of the opportunity set under risk
Delineating efficient portfolio Techniques for calculating the efficient frontier
Chapter : 4, 5 and 6
SIMPLIFYING THE PORTFOLIO SELECTION PROCESS
SR
o
o
The Single Index-model Multi-index model
Chapter : 7 and 8
SELECTING THE OPTIMUM PORTFOLIO
SR
o o
Simple techniques for determining the efficient frontier Maximizing the geometric mean return
o o
Safety first
Chapter : 9 and 11
Stochastic dominance
COMPUTER at Indonesia Stock Exchange (ISX)
4.
Rabu, 15 Juni ‘11 10.45-12.25
o
SR
o o o o
Data input Mean returns Standard deviation
ISX
Mean return and standard deviation portfolio Alpha and beta
INTERNATIONAL DIVERSIFICATION
05.
Senin, 20 Juni ‘11 10.45-12.25
SZ
o
The world portfolio
o o o o o
Calculating the return on foreign investment The risk of foreign securities Return from international diversification The effect of exchange risk Return expectations and portfolio performance
Chapter : 12
THE STANDARD CAPITAL ASSET PRICING MODEL
6.
7.
8.
Rabu, 22 Juni ‘11 10.45-12.25
Senin, 27 Juni ‘11 10.45-12.25
13 Juli ‘11
o
SZ
o o o o
The assumption underlying the CAPM Prices and the CAPM
Non standard forms of CAPM Empirical tests of equilibrium models The Arbitrage Pricing Model APT
Chapter : 13, 14, 15 and 16
Efficient Market o
SZ
TIM
o o o
Tests of return predictability Announcement and price return
Methodology of event study Strong form efficiency UJIAN SISIPAN
Chapter : 17
Sessi
Hari tgl Jam
9.
Senin, 01 Agust ‘11 10.45-12.25
10.
Rabu, 03 Agust ‘11 10.45-12.25
11.
Senin, 08 Agust ‘11 10.45-12.25
12.
Rabu, 10 Agust ‘10 10.45-12.25
13.
Senin, 15 Agust ‘11 10.45-12.25
Kode Dosen
Pokok bahasan / Sub Pokok Bahasan
Sumber Acuan
SECURITY ANALYSIS AND PORTFOLIO THEORY o
SZ
o o o
Introduction of capital market Function of the Capital Market Primary market and Secondary market
Bapepam and ISX
The role of the Bourse
SECURITY ANALYSIS AND PORTFOLIO THEORY
SZ
o
The Jakarta Stock Exchange Trading System
Bapepam and ISX
THE VALUATION PROCESS o
SZ
o o
Discounted cash flows model Cross-sectional regression analysis An ongoing system
Chapter : 18
EARNING ESTIMATION o
SZ
The elusive number called earnings
o The important of earnings o Characteristics of earnings Earnings forecast
Chapter : 19
COMPUTER at ISX o
SR
o o o
Market index-model application: Mean returns Standard deviation
ISX
Mean return and standard deviation portfolio
EVALUATION OF PORTFOLIO PEFORMANCE
14.
Senin, 22 Agust ‘11 10.45-12.25
15.
Rabu, 24 Agust ‘11 10.45-12.25
16.
24 Des’ 09
SR
o
Evaluation techniques
o o o
Decomposition of overall evaluation Multi-index, APT,and performance evaluation Mutual fund performance
Chapter : 24
COMPUTER at ISX or Guest Lecturer
SR/DT
o
Evaluation of portfolio performance ISX
TIM
ISX
UJIAN AKHIR
Tim Dosen: 1. Dr. Sulaeman Rahman, SE.,MBA (SR). 2. Dr. Sumarno Zain, SE.,MBA.Ak. (SZ) 3. Dosen Tamu (DT) Daftar Pustaka: Elton. J. Edwin and Gruber. J. Martin, Modern Portfolio Theory and Investment Analysis, John Wiley & Sons, Inc. New York, Fifth Edition, 1995. Juni 2011 Penanggung Jawab
Dr.Sulaeman Rahman, SE, MBA
SATUAN ACARA PERKULIAHAN (SAP) Kelas : SORE/XXXVIII SEMESTER PERIODE : II.I
Kode mata kuliah Nama mata kuliah Penanggung jawab Kompetensi umum
: : : :
DESEMBER 2010
MARET 2011
SAPS/2 SKC Security Analysis & Portfolio Selection Sulaeman Rahman, SE, MBA Concerned with the characteristics and analysis of individual securities, as well as With the theory and practice of optimally combining securities into portfolio.
Sessi
Hari tgl Jam
1.
Rabu, 08 Des ‘10 18.30-20.10
2.
3.
Rabu, 15 Des ‘10 18.30-20.10
Rabu, 22 Des ‘10 18.30-20.10
Kode Dosen
Pokok bahasan / Sub Pokok Bahasan
Sumber Acuan
PORTFOLIO ANALYSIS o
SR
o o o
Mean variance portfolio theory The characteristic of the opportunity set under risk
Delineating efficient portfolio Techniques for calculating the efficient frontier
Chapter : 4, 5 and 6
SIMPLIFYING THE PORTFOLIO SELECTION PROCESS
SR
o
o
The Single Index-model Multi-index model
Chapter : 7 and 8
SELECTING THE OPTIMUM PORTFOLIO
SR
o o
Simple techniques for determining the efficient frontier Maximizing the geometric mean return
o o
Safety first
Chapter : 9 and 11
Stochastic dominance
INTERNATIONAL DIVERSIFICATION
4.
Rabu, 29 Des ‘10 18.30-20.10
SZ
o
The world portfolio
o o o o o
Calculating the return on foreign investment The risk of foreign securities Return from international diversification The effect of exchange risk Return expectations and portfolio performance
Chapter : 12
COMPUTER at Indonesia Stock Exchange (ISX)
5.
Rabu, 05 Jan ‘11 18.30-20.10
o
SR
o o o o
Data input Mean returns Standard deviation
ISX
Mean return and standard deviation portfolio Alpha and beta
THE STANDARD CAPITAL ASSET PRICING MODEL
6.
7.
8.
Rabu, 12 Jan ‘11 18.30-20.10
Rabu, 19 Jan ‘11 18.30-20.10 18.30-20.30
o
SZ
o o o o
The assumption underlying the CAPM Prices and the CAPM
Non standard forms of CAPM Empirical tests of equilibrium models The Arbitrage Pricing Model APT
Chapter : 13, 14, 15 and 16
Efficient Market o
SZ
TIM
o o o
Tests of return predictability Announcement and price return
Methodology of event study Strong form efficiency UJIAN SISIPAN
Chapter : 17
Sessi
Hari tgl Jam
9.
Rabu, 02 Feb ‘11 18.30-20.10
10.
Rabu, 09 Feb ‘11 18.30-20.10
11.
Rabu, 16 Feb ‘11 18.30-20.10
12.
Rabu, 23 Feb ‘11 18.30-20.10
13.
Rabu, 02 Mar ‘11 18.30-20.10
Kode Dosen
Pokok bahasan / Sub Pokok Bahasan
Sumber Acuan
SECURITY ANALYSIS AND PORTFOLIO THEORY o
SZ
o o o
Introduction of capital market Function of the Capital Market Primary market and Secondary market
Bapepam and ISX
The role of the Bourse
SECURITY ANALYSIS AND PORTFOLIO THEORY
SZ
o
The Jakarta Stock Exchange Trading System
Bapepam and ISX
THE VALUATION PROCESS o
SZ
o o
Discounted cash flows model Cross-sectional regression analysis An ongoing system
Chapter : 18
EARNING ESTIMATION o
SZ
The elusive number called earnings
o The important of earnings o Characteristics of earnings Earnings forecast
Chapter : 19
COMPUTER at ISX o
SR
o o o
Market index-model application: Mean returns Standard deviation
ISX
Mean return and standard deviation portfolio
EVALUATION OF PORTFOLIO PEFORMANCE
14.
Rabu, 09 Mar ‘11 18.30-20.10
15.
Rabu, 16 Mar ‘11 18.30-20.10
16.
18.30-20.30
SR
o
Evaluation techniques
o o o
Decomposition of overall evaluation Multi-index, APT,and performance evaluation Mutual fund performance
Chapter : 24
COMPUTER at ISX or Guest Lecturer
SR/DT
o
Evaluation of portfolio performance ISX
TIM
ISX
UJIAN AKHIR
Tim Dosen: 1. Dr. Sumarno Zain, SE,MBA,Ak (SZ). 2. Dr.Sulaeman Rahman,SE,MBA. (SR) 3. Dosen Tamu (DT) Daftar Pustaka: Elton. J. Edwin and Gruber. J. Martin, Modern Portfolio Theory and Investment Analysis, John Wiley & Sons, Inc. New York, Fifth Edition, 1995. Desember 2010 Penanggung Jawab
Dr.Sulaeman Rahman, SE, MBA
SATUAN ACARA PERKULIAHAN (SAP) Kelas : EKSEKUTIF/XXXIV SEMESTER PERIODE : II.I
Kode mata kuliah Nama mata kuliah Penanggung jawab Kompetensi umum
: : : :
DESEMBER 2010
MARET 2011
SAPS/2 SKC Security Analysis & Portfolio Selection Sulaeman Rahman, SE, MBA Concerned with the characteristics and analysis of individual securities, as well as With the theory and practice of optimally combining securities into portfolio.
Sessi
Hari tgl Jam
1.
Sabtu, 04 Des ‘10 13.45-15.25
2.
3.
Minggu, 05 Des ‘10 13.45-15.25
Sabtu, 11 Des ‘10 13.45-15.25
Kode Dosen
Pokok bahasan / Sub Pokok Bahasan
Sumber Acuan
PORTFOLIO ANALYSIS o
SR
o o o
Mean variance portfolio theory The characteristic of the opportunity set under risk
Delineating efficient portfolio Techniques for calculating the efficient frontier
Chapter : 4, 5 and 6
SIMPLIFYING THE PORTFOLIO SELECTION PROCESS
SR
o
o
The Single Index-model Multi-index model
Chapter : 7 and 8
SELECTING THE OPTIMUM PORTFOLIO
SR
o o
Simple techniques for determining the efficient frontier Maximizing the geometric mean return
o o
Safety first
Chapter : 9 and 11
Stochastic dominance
INTERNATIONAL DIVERSIFICATION
4.
Minggu, 12 Des ‘10 13.45-15.25
5.
Sabtu, 18 Des ‘10 13.45-15.25
SZ
o
The world portfolio
o o o o o
Calculating the return on foreign investment The risk of foreign securities Return from international diversification The effect of exchange risk Return expectations and portfolio performance
Chapter : 12
COMPUTER at Indonesia Stock Exchange (ISX) o
SR
o o o o
Data input Mean returns Standard deviation
ISX
Mean return and standard deviation portfolio Alpha and beta
THE STANDARD CAPITAL ASSET PRICING MODEL
6.
7.
8.
Minggu, 19 Des ‘10 13.45-15.25
Sabtu, 08 Jan ‘11 13.45-15.25 29 Jan ‘11
o
SZ
o o o o
The assumption underlying the CAPM Prices and the CAPM
Non standard forms of CAPM Empirical tests of equilibrium models The Arbitrage Pricing Model APT
Chapter : 13, 14, 15 and 16
Efficient Market o
SZ
TIM
o o o
Tests of return predictability Announcement and price return
Methodology of event study Strong form efficiency UJIAN SISIPAN
Chapter : 17
Sessi
Hari tgl Jam
9.
Sabtu, 05 Feb ‘11 13.45-15.25
10.
Minggu, 06 Feb 11 13.45-15.25
11.
Sabtu, 12 Feb ‘11 13.45-15.25
12.
Minggu, 13 Feb 11 13.45-15.25
13.
Sabtu, 19 Feb ‘11 13.45-15.25
Kode Dosen
Pokok bahasan / Sub Pokok Bahasan
Sumber Acuan
SECURITY ANALYSIS AND PORTFOLIO THEORY o
SZ
o o o
Introduction of capital market Function of the Capital Market Primary market and Secondary market
Bapepam and ISX
The role of the Bourse
SECURITY ANALYSIS AND PORTFOLIO THEORY
SZ
o
The Jakarta Stock Exchange Trading System
Bapepam and ISX
THE VALUATION PROCESS o
SZ
o o
Discounted cash flows model Cross-sectional regression analysis An ongoing system
Chapter : 18
EARNING ESTIMATION o
SZ
The elusive number called earnings
o The important of earnings o Characteristics of earnings Earnings forecast
Chapter : 19
COMPUTER at ISX o
SR
o o o
Market index-model application: Mean returns Standard deviation
ISX
Mean return and standard deviation portfolio
EVALUATION OF PORTFOLIO PEFORMANCE
14.
Minggu, 20 Feb 11 13.45-15.25
15.
Sabtu, 26 Feb ‘11 13.45-15.25
16.
19 Mar ‘11
SR
o
Evaluation techniques
o o o
Decomposition of overall evaluation Multi-index, APT,and performance evaluation Mutual fund performance
Chapter : 24
COMPUTER at ISX or Guest Lecturer
SR/DT
o
Evaluation of portfolio performance ISX
TIM
ISX
UJIAN AKHIR
Tim Dosen: 1. Dr. Sumarno Zain, SE,MBA,Ak (SZ). 2. Dr.Sulaeman Rahman,SE,MBA. (SR) 3. Dosen Tamu (DT) Daftar Pustaka: Elton. J. Edwin and Gruber. J. Martin, Modern Portfolio Theory and Investment Analysis, John Wiley & Sons, Inc. New York, Fifth Edition, 1995. Desember 2010 Penanggung Jawab
Dr.Sulaeman Rahman, SE, MBA