CAPITAL MARKETS AND FINANCE (ENGLISH, NON-THESIS) | |||||
Master | TR-NQF-HE: Level 7 | QF-EHEA: Second Cycle | EQF-LLL: Level 7 |
Course Code | Course Name | Semester | Theoretical | Practical | Credit | ECTS |
FIN5229 | Portfolio Management | Spring | 3 | 0 | 3 | 9 |
Language of instruction: | English |
Type of course: | Must Course |
Course Level: | |
Mode of Delivery: | Face to face |
Course Coordinator : | HANDE SAĞLAM |
Recommended Optional Program Components: | None |
Course Objectives: | This course focuses on the investment decision making from the perspective of the portfolio manager. Topics covered include the process of creating, maintaining, and evaluating the performance of professional investment portfolios. |
The students who have succeeded in this course; Students succesfully finishing this course will be able to; - understand the investment and portfolio theory and apply professional decisions. - make a clear market research and analysis. - create, maintain and evaluate the performance of professional investment portfolios. |
1) Portföy Yönetimine Giriş 2) Varlık Fiyatlandırma Modelleri - Risk ve Getiride Çok Faktörlü Modeller 3) Adi Senetlerin Analizi ve Yönetimi 4) Öz Kaynaklarda Portföy Yönetim Stratejileri - I 5) Öz Kaynaklarda Portföy Yönetim Stratejileri - II 6) Tahvillerde Portföy Yönetim Stratejileri - I 7) Tahvillerde Portföy Yönetim Stratejileri - II 8) Ara Sınav 9) Portföy Performansının Geliştirilmesi 10) Profesyonel Varlık Yönetimi 11) Swaplar 12) Grup Sunumları 13) Grup Sunumları 14) Grup Sunumları |
Week | Subject | Related Preparation |
1) | Introduction to Portfolio Management | |
2) | Introduction to Asset Pricing Models - Multifactor Models of Risk and Return | |
3) | Analysis and Management of Common Stocks | |
4) | Equity Portfolio Management Strategies - I | |
5) | Equity Portfolio Management Strategies - II | |
6) | Bond Portfolio Management Strategies - I | |
7) | Bond Portfolio Management Strategies - II | |
8) | Midterm Exam | |
9) | Evaluation of Portfolio Performance | |
10) | Professional Asset Management | |
11) | Swaps | |
12) | Group Presentation | |
13) | Group Presentation | |
14) | Group Presentation |
Course Notes / Textbooks: | Investment Analysis and Portfolio Management, 8th edition, by Reilly and Brown, Southwestern, 2006. Dimensional Fund Advisors, 2002, Harvard Business School Case |
References: | Barras, L., O. Scaillet, and R. Wermers (2010, February). False discoveries in mutual fund performance: Measuring luck in estimated alphas. The Journal of Finance 55 (4), 179–216. |
Semester Requirements | Number of Activities | Level of Contribution |
Midterms | 2 | % 60 |
Final | 1 | % 40 |
Total | % 100 | |
PERCENTAGE OF SEMESTER WORK | % 60 | |
PERCENTAGE OF FINAL WORK | % 40 | |
Total | % 100 |
Activities | Number of Activities | Workload |
Course Hours | 14 | 42 |
Application | 14 | 84 |
Study Hours Out of Class | 14 | 42 |
Homework Assignments | 2 | 23 |
Midterms | 1 | 3 |
Final | 2 | 6 |
Total Workload | 200 |
No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
Program Outcomes | Level of Contribution | |
1) | Identify complex problems and arguments and analyze those using the theoretical tools and quantitative methods of economics and finance. | 3 |
2) | Provides a strong conceptual understanding of finance, combined with an understanding of the workings of financial markets and institutions. | 3 |
3) | The program ensures an understanding of relationship between financial theory and its practices. | 3 |