Nevşehir Hacı Bektaş Veli University Course Catalogue
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| 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 |
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| 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 | ||