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 |
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