ISL5633 Investment Analysis and Portfolio ManagementBahçeşehir UniversityDegree Programs MBA (TURKISH, THESIS)General Information For StudentsDiploma SupplementErasmus Policy StatementNational QualificationsBologna Commission
MBA (TURKISH, 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) Being able to develop and deepen their knowledge at the level of expertise in the same or a different field, based on undergraduate level qualifications. 4
2) To be able to comprehend the interdisciplinary interaction with which the field is related. 5
3) To be able to use the theoretical and applied knowledge at the level of expertise acquired in the field. 5
4) To be able to interpret and create new knowledge by integrating the knowledge gained in the field with the knowledge from different disciplines, 5
5) To be able to solve the problems encountered in the field by using research methods. 4
6) To be able to systematically transfer current developments in the field and their own studies to groups in and outside the field, in written, verbal and visual forms, by supporting them with quantitative and qualitative data. 3
7) To be able to critically examine social relations and the norms that guide these relations, to develop them and take action to change them when necessary. 4
8) To be able to critically evaluate the knowledge and skills acquired in the field of expertise and to direct their learning. 4
9) To be able to supervise and teach these values by observing social, scientific, cultural and ethical values in the stages of collecting, interpreting, applying and announcing the data related to the field. 4
10) To be able to develop strategy, policy and implementation plans in the fields related to the field and to evaluate the obtained results within the framework of quality processes. 3
11) To be able to use the knowledge, problem solving and/or application skills they have internalized in their field in interdisciplinary studies. 5
12) Being able to independently carry out a work that requires expertise in the field. 4
13) To be able to develop new strategic approaches for the solution of complex and unpredictable problems encountered in applications related to the field and to produce solutions by taking responsibility. 5
14) Ability to lead in environments that require solving problems related to the field 4