| MATHEMATICS (TURKISH, PHD) | |||||
| PhD | TR-NQF-HE: Level 8 | QF-EHEA: Third Cycle | EQF-LLL: Level 8 | ||
| Course Code | Course Name | Semester | Theoretical | Practical | Credit | ECTS |
| ISL5633 | Investment Analysis and Portfolio Management | Fall | 3 | 0 | 3 | 8 |
| The course opens with the approval of the Department at the beginning of each semester |
| Language of instruction: | Tr |
| 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 |
| 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. |
|
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. |
| Topics covered are: investment environment, market players, securities markets, portfolio risk and return, efficient diversification, CAPM and APT. |
| 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 | ||
| Course Notes: | Above mentioned book chapters, course notes. |
| References: | Yukarıda belirtilen kitap bölümleri, sunum notları |
| Semester Requirements | Number of Activities | Level of Contribution |
| Attendance | 14 | % 10 |
| Laboratory | % 0 | |
| Application | % 0 | |
| Field Work | % 0 | |
| Special Course Internship (Work Placement) | % 0 | |
| Quizzes | % 0 | |
| Homework Assignments | % 0 | |
| Presentation | % 0 | |
| Project | 1 | % 20 |
| Seminar | % 0 | |
| Midterms | 1 | % 30 |
| Preliminary Jury | % 0 | |
| Final | 1 | % 40 |
| Paper Submission | % 0 | |
| Jury | % 0 | |
| Bütünleme | % 0 | |
| Total | % 100 | |
| PERCENTAGE OF SEMESTER WORK | % 40 | |
| PERCENTAGE OF FINAL WORK | % 60 | |
| Total | % 100 | |
| Activities | Number of Activities | Workload | |
| Course Hours | 14 | 42 | |
| Laboratory | |||
| Application | 14 | 48 | |
| Special Course Internship (Work Placement) | |||
| Field Work | |||
| Study Hours Out of Class | 14 | 81 | |
| Presentations / Seminar | |||
| Project | |||
| Homework Assignments | |||
| Quizzes | |||
| Preliminary Jury | |||
| Midterms | 1 | 2 | |
| Paper Submission | |||
| Jury | |||
| Final | 1 | 2 | |
| Total Workload | 175 | ||
| No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
| Program Outcomes | Level of Contribution |