Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES / BF 302 - BANKING AND FINANCE

Code: BF 302 Course Title: PORTFOLIO MANAGEMENT Theoretical+Practice: 3+0 ECTS: 5
Year/Semester of Study 3 / Spring Semester
Level of Course 1st Cycle Degree Programme
Type of Course Compulsory
Department BANKING AND FINANCE
Pre-requisities and Co-requisites None
Mode of Delivery Face to Face
Teaching Period 14 Weeks
Name of Lecturer İBRAHİM YAĞLI (ibrahimyagli@nevsehir.edu.tr)
Name of Lecturer(s)
Language of Instruction Turkish
Work Placement(s) None
Objectives of the Course
The purpose of this course is, studying and understanding the theories and analytical methods of efficient investment and portfolio management in terms of individual and institutional basis.

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 Can explain the basic principles of modern portfolio theory. PO-4 Recognizes the financial market (money and capital markets) tools, can create portfolios that will provide the highest return at a certain risk level and manage these portfolios.
PO-6 Have the necessary knowledge about financial / banking products and services and marketing of these products and services.
Examination
LO-2 Can explain asset pricing models. PO-2 Understand and explain the basic concepts in various fields of finance like banking, foreign trade, factoring, leasing operations, financial markets, and stock exchange operations, risk management, credit management, and corporate finance.
PO-4 Recognizes the financial market (money and capital markets) tools, can create portfolios that will provide the highest return at a certain risk level and manage these portfolios.
PO-5 Have sufficient knowledge about national/international financial markets and institutions and can follow the changes and innovations in these areas.
Examination
LO-3 Can apply portfolio management strategies. PO-4 Recognizes the financial market (money and capital markets) tools, can create portfolios that will provide the highest return at a certain risk level and manage these portfolios.
PO-6 Have the necessary knowledge about financial / banking products and services and marketing of these products and services.
Examination
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
Financial markets and securities, calculation of portfolio risk and return, traditional and modern portfolio theory, asset pricing models, behavioral finance, portfolio management strategies and measure the performance of the portfolio.
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 Financial Markets and Securities Lecturing, case study, report preparation
2 Risk and sources of risk Lecturing, case study, report preparation
3 Traditional and modern portfolio theory Lecturing, case study, report preparation
4 Calculating portfolio risk and return Lecturing, case study, report preparation
5 Portföy risk ve getirisinin hesaplanması Lecturing, case study, report preparation
6 Efficient portfolios. Lecturing, case study, report preparation
7 Portfolio management strategies Lecturing, case study, report preparation
8 mid-term exam
9 Portfolio management strategies Lecturing, case study, report preparation
10 Measuring portfolio performance Lecturing, case study, report preparation
11 Measuring portfolio performance Lecturing, case study, report preparation
12 Efficient market hypothesis Lecturing, case study, report preparation
13 Capital Asset Pricing Model Lecturing, case study, report preparation
14 Factor models and Arbitrage Pricing Model (APM) Lecturing, case study, report preparation
15 Behavioral finance Lecturing, case study, report preparation
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 • Yatırım Analizi ve Portföy Yönetimi, Mehmet Baha Karan, Gazi Kitabevi, Ankara, 2013.
2 • Sermaye Piyasası Analizleri ve Portföy Yönetimi, Mehmet Civan, Gazi Kitabevi, Ankara.
3 • Finansal Piyasa Analizleri ve Portföy Yönetimi, Engin Demirel, Paradigma Akademi Yayınları, Edirne, 2000.
4 • Sermaye Piyasaları 'Analizler, Kuramlar ve Portföy Yönetimi', Gürel Konuralp, Alfa Yayıncılık, İstanbul, 2001.
Required Course instruments and materials

Assessment Methods
Type of Assessment Week Hours Weight(%)
mid-term exam 8 1 40
Other assessment methods
1.Oral Examination
2.Quiz
3.Laboratory exam
4.Presentation
5.Report
6.Workshop
7.Performance Project
8.Term Paper
9.Project
final exam 16 1 60

Student Work Load
Type of Work Weekly Hours Number of Weeks Work Load
Weekly Course Hours (Theoretical+Practice) 3 14 42
Outside Class
       a) Reading 5 9 45
       b) Search in internet/Library 3 8 24
       c) Performance Project 0
       d) Prepare a workshop/Presentation/Report 0
       e) Term paper/Project 0
Oral Examination 0
Quiz 0
Laboratory exam 0
Own study for mid-term exam 2 5 10
mid-term exam 1 1 1
Own study for final exam 5 5 25
final exam 1 1 1
0
0
Total work load; 148