Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES / İŞL435 - BUSINESS ADMINISTRATION

Code: İŞL435 Course Title: PORTFOLIO MANAGEMENT Theoretical+Practice: 3+0 ECTS: 4
Year/Semester of Study 4 / Fall Semester
Level of Course 1st Cycle Degree Programme
Type of Course Optional
Department BUSINESS ADMINISTRATION
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-2 analyze and design at the organizational level, understand the functions of business management that are planning, organizing, execution, coordination and control, describe and apply them, and be acknowledged about modern management techniques.
PO-10 comprehend the market developments , follow and comment on them, while having the knowledge of capital market and new financial techniques.
 		Examination
LO-2 Varlık fiyatlama modellerini açıklayabilir. PO-10 comprehend the market developments , follow and comment on them, while having the knowledge of capital market and new financial techniques.
 		Examination
LO-3 Can apply portfolio management strategies. PO-9 have knowledge of basic information, usage, evaluation and making comment about business finance, of analyzing the economic, social and financial developments, of understanding of financial systems, of financial planning and of interpretation of financial statements belonging to firms.
PO-10 comprehend the market developments , follow and comment on them, while having the knowledge of capital market and new financial techniques.
 		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 Efficient market hypothesis Lecturing, case study, report preparation
3 Risk and sources of risk Lecturing, case study, report preparation
4 Calculating portfolio risk and return Lecturing, case study, report preparation
5 Traditional and modern portfolio theory Lecturing, case study, report preparation
6 Efficient portfolios. Lecturing, case study, report preparation
7 Basic Capital Asset Pricing Model Lecturing, case study, report preparation
8 mid-term exam
9 Enhanced Capital Asset Pricing Model Lecturing, case study, report preparation
10 Enhanced Capital Asset Pricing Model Lecturing, case study, report preparation
11 Factor models Lecturing, case study, report preparation
12 Arbitrage Pricing Model (APM) Lecturing, case study, report preparation
13 Behavioral finance Lecturing, case study, report preparation
14 Portfolio management strategies Lecturing, case study, report preparation
15 Measuring portfolio performance Lecturing, case study, report preparation
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 M. Baha Karan, Yatırım Analizi ve Portföy Yönetimi, Gazi Kitabevi, Ankara, 2004
Required Course instruments and materials
textbook and internet.

Assessment Methods
Type of Assessment Week Hours Weight(%)
mid-term exam 8 2 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 2 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 8 40
       b) Search in internet/Library 5 5 25
       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 3 6
mid-term exam 1 1 1
Own study for final exam 3 4 12
final exam 2 1 2
0
0
Total work load; 128