MBA (TURKISH, NON-THESIS)
Master TR-NQF-HE: Level 7 QF-EHEA: Second Cycle EQF-LLL: Level 7

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
ISL5633 Investment Analysis and Portfolio Management Fall 3 0 3 8
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester.

Basic information

Language of instruction: Turkish
Type of course: Departmental Elective
Course Level:
Mode of Delivery: Face to face
Course Coordinator : Assoc. Prof. ÇAĞLAR YURTSEVEN
Course Lecturer(s): Assoc. Prof. NURAY ERGÜL
Recommended Optional Program Components: None
Course Objectives: The Primary objective is to introduce graduate students the basic concepts of investing, the tools and principles to better understand trading in financial markets. It is also aimed that students will be equipped with the knowledge for portfolio selection, portfolio management and investment evaluation through theoretical methodologies. Through solving the problems it is aimed to develop and increase the skills of the student in the field of investment and portfolio construction.

Learning Outcomes

The students who have succeeded in this course;
will be able to define the difference between money markets and capital market, calculation methods of indexes and basic financial derivative instruments in detail.
will be able to give information about initial public offerings, short sales and trading securities in securities markets.
will be able to calculate the risk and return of a single asset or a portfolio.
will be able to anaylze how to choose an efficient and an optimal risky portfolio.
will be able to inform about Capital Asset Pricing Model and Arbitrage Pricing Theory.
will be able to explain three major players (firms, government and households) in financial market and the difference between real assets and financial assets.

Course Content

Topics covered are: investment environment, market players, securities markets, portfolio risk and return, efficient diversification, CAPM and APT.

Weekly Detailed Course Contents

Week Subject Related Preparation
1) Introduction
2) InvestmentsReal Assets / Financial AssetsFinancial Markets and the EconomyMarket PlayersRecent Trends
3) Asset Classes and Financial InstrumentsThe Money MarketThe Bond MarketEquity SecuritiesStock and Bond Market IndexesDerivative Markets
4) Asset Classes and Financial InstrumentsThe Money MarketThe Bond MarketEquity SecuritiesStock and Bond Market IndexesDerivative Markets
5) Securities MarketsHow firms Issue Securities: IPOUS Securities MarketsTypes of OrdersShort Sales
6) How firms Issue Securities: IPOUS Securities MarketsTypes of OrdersShort Sales
7) Review
8) Risk and ReturnThe Concept of Risk and Rates of Return in Financial AssetsRisk and Return analysisRisk PremiumAsset DiversificationInterest Rates
9) Problem Solutions
10) Efficient DiversificationPortfolio constructionPortfolio RiskOptimal Risky Portfolio
11) Capital Asset Pricing Model Arbitrage Pricing Model
12) Problem Solutions
13) Review of the Semester
14) Case Study

Sources

Course Notes / Textbooks: Above mentioned book chapters, course notes.
References: Yukarıda belirtilen kitap bölümleri, sunum notları

Evaluation System

Semester Requirements Number of Activities Level of Contribution
Attendance 14 % 10
Project 1 % 20
Midterms 1 % 30
Final 1 % 40
Total % 100
PERCENTAGE OF SEMESTER WORK % 40
PERCENTAGE OF FINAL WORK % 60
Total % 100

ECTS / Workload Table

Activities Number of Activities Workload
Course Hours 14 42
Application 14 48
Study Hours Out of Class 14 81
Midterms 1 2
Final 1 2
Total Workload 175

Contribution of Learning Outcomes to Programme Outcomes

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) Broadening and deepening the knowledge about business administration at the master’s level based on the undergraduate level qualifications,
2) Comprehending the interaction across various disciplines related to the field of business administration, and evaluating the knowledge and skills gained on an interdisciplinary dimension,
3) Using theoretical and practical information and skills gained at the expertise level in the field business administration,
4) Analyzing problems requiring expertise in the field business administration by using scientific research methods,
5) Evaluating a problem in the business administration field independently, developing a way for solution, solving the problem and evaluating the results,
6) Developing new strategic approaches to solve unforeseen complex issues in the business administration field through integrative and creative elaboration,
7) Evaluating the knowledge related to the field of business administration through critical perspective,
8) Communicating systematically the recent developments and one’s s individual studies in the field of business administration to the groups within and outside the field via written, oral and visual presentations,
9) Analyzing the social relations and the norms through critical perspective, developing effective relations, training leaders who are capable of sustaining these social relations, applying teamwork and managing risk and change in the field of business administration.
10) Developing strategies, policies and implementation plans to address the issues in the fields of business administration and management, and evaluating the consequences according to the processes of quality,