Nevşehir Hacı Bektaş Veli University Course Catalogue
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| Year/Semester of Study | 2 / Fall Semester | ||||
| Level of Course | 2nd Cycle Degree Programme | ||||
| Type of Course | Optional | ||||
| Department | ECONOMICS AND FINANCE (MA-WITHOUT THESIS) | ||||
| Pre-requisities and Co-requisites | None | ||||
| Mode of Delivery | Face to Face | ||||
| Teaching Period | 14 Weeks | ||||
| Name of Lecturer | EDA KÖSE (edakose@nevsehir.edu.tr) | ||||
| Name of Lecturer(s) | |||||
| Language of Instruction | Turkish | ||||
| Work Placement(s) | None | ||||
| Objectives of the Course | |||||
| Teaching of the calculation of portfolio risk and return, traditional and modern portfolio management theory, asset pricing models, portfolio management strategies and measure the performance of the portfolio. | |||||
| Learning Outcomes | PO | MME | |
| The students who succeeded in this course: | |||
| LO-1 | Can explain the basic principles of modern portfolio theory. |
PO-1 have ability on considering the basic items of Money, Banking and Financial System and the treatment process of these items. PO-6 understand the relationship between the financial theories and financial markets. PO-10 command pricing and diversification of financial assets as well as risk management. PO-15 recognize the financial market tools, create and manage portfolios that will provide the highest return at a certain risk level. |
Examination |
| LO-2 | Can explain asset pricing models. |
PO-5 know basic concepts in various subjects of finance (banking, foreign trade, factoring, leasing operations, financial markets and stock exchange operations, risk manegement, credit management and corporate finance). PO-6 understand the relationship between the financial theories and financial markets. PO-10 command pricing and diversification of financial assets as well as risk management. |
Examination |
| LO-3 | Can apply portfolio management strategies, Can measure the performance of a portfolio. |
PO-5 know basic concepts in various subjects of finance (banking, foreign trade, factoring, leasing operations, financial markets and stock exchange operations, risk manegement, credit management and corporate finance). PO-6 understand the relationship between the financial theories and financial markets. PO-10 command pricing and diversification of financial assets as well as risk management. |
Examination |
| PO: Programme Outcomes MME:Method of measurement & Evaluation |
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| Course Contents | ||
| 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 | Traditional and modern portfolio theory | Lecturing, case study, report preparation |
| 7 | Efficient portfolios. | Lecturing, case study, report preparation |
| 8 | mid-term exam | |
| 9 | Capital Asset Pricing Model | Lecturing, case study, report preparation |
| 10 | 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 | ||
| 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 | 4 | 14 | 56 |
| b) Search in internet/Library | 4 | 12 | 48 |
| 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 | 4 | 4 | 16 |
| mid-term exam | 1 | 1 | 1 |
| Own study for final exam | 4 | 4 | 16 |
| final exam | 1 | 1 | 1 |
| 0 | |||
| 0 | |||
| Total work load; | 180 | ||