ECTS - Investment Analysis and Portfolio Management
Investment Analysis and Portfolio Management (MAN622) Course Detail
| Course Name | Course Code | Season | Lecture Hours | Application Hours | Lab Hours | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| Investment Analysis and Portfolio Management | MAN622 | Area Elective | 3 | 0 | 0 | 3 | 5 |
| Pre-requisite Course(s) |
|---|
| N/A |
| Course Language | English |
|---|---|
| Course Type | Technical Elective Courses |
| Course Level | Ph.D. |
| Mode of Delivery | Face To Face |
| Learning and Teaching Strategies | Lecture, Discussion, Question and Answer, Project Design/Management. |
| Course Lecturer(s) |
|
| Course Objectives | This course aims the students to gain the the ability to make most appropriate investment decisions and construct an investment portfolio that is sound in terms of investment principles and portfolio performance. On the completion of this course students will be familiar with the theory and practice of investment and portfolio management able to make use of available information on financial markets, at both macro and micro levels able to construct an investment portfolio that is sound in terms of investment principles and portfolio performance. |
| Course Learning Outcomes |
The students who succeeded in this course;
|
| Course Content | The theory and the applications related with optimal portfolio selection, portfolio management, asset pricing models, investment analysis techniques and derivative instruments. |
Weekly Subjects and Releated Preparation Studies
| Week | Subjects | Preparation |
|---|---|---|
| 1 | Investment Environment | Chapter 1. |
| 2 | Buying and selling securities | Chapter 2. |
| 3 | Securities Markets | Chapter 3. |
| 4 | Efficient Markets, Investment value and market price. | Chapter 4, Current articles related with market efficiency. |
| 5 | Valuation of riskless Securities | Chapters 5 and 14. |
| 6 | Common Stock Valuation | Chapter 17. |
| 7 | Portfolio selection problem | Chapter 6 |
| 8 | Midterm | |
| 9 | Capital asset pricing model | Chapter 9 and related current articles. |
| 10 | Factor models | Chapter 10 and related current articles. |
| 11 | Arbirtage Pricing Theory | Chapter 11 and related current articles. |
| 12 | Futures | Chapter 20 |
| 13 | Options | Chapter 19 |
| 14 | Financial Analysis | chapter 22 |
| 15 | Investment management | chapter 23 |
| 16 | Portfolio Performance Analysis | Chapter 24. |
Sources
| Course Book | 1. "Investments" William Sharpe, Gordon J. Alexander |
|---|---|
| Other Sources | 2. İlgili makaleler |
Evaluation System
| Requirements | Number | Percentage of Grade |
|---|---|---|
| Attendance/Participation | 14 | 20 |
| Laboratory | - | - |
| Application | - | - |
| Field Work | - | - |
| Special Course Internship | - | - |
| Quizzes/Studio Critics | - | - |
| Homework Assignments | 5 | 20 |
| Presentation | - | - |
| Project | - | - |
| Report | - | - |
| Seminar | - | - |
| Midterms Exams/Midterms Jury | 1 | 20 |
| Final Exam/Final Jury | 1 | 40 |
| Toplam | 21 | 100 |
| Percentage of Semester Work | 1 |
|---|---|
| Percentage of Final Work | 99 |
| Total | 100 |
Course Category
| Core Courses | |
|---|---|
| Major Area Courses | X |
| Supportive Courses | |
| Media and Managment Skills Courses | |
| Transferable Skill Courses |
The Relation Between Course Learning Competencies and Program Qualifications
| # | Program Qualifications / Competencies | Level of Contribution | ||||
|---|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | ||
| 1 | 1. To have the ability to present a research problem, develop hypotheses, make research designs, reach conclusions by using qualitative/quantitative methods, and make academic publications by making the necessary literature review. | X | ||||
| 2 | 2. To be aware of research ethics. | X | ||||
| 3 | 3. To contribute to the process of becoming an information society by constantly following technological, social or cultural developments in the academic and professional context. | X | ||||
| 4 | 4. To be able to look at the problems that arise in businesses both theoretically, conceptually and from the perspective of a researcher. | X | ||||
| 5 | 5. To be able to use knowledge that requires expertise in analyzing, synthesizing and evaluating new and complex ideas by comprehending the interaction between various disciplines related to the field of business. | X | ||||
| 6 | 6. To be able to produce solutions by developing new strategic approaches by thinking holistically and creatively in complex situations that are not foreseen to be encountered in applications in the field of business. | X | ||||
| 7 | 7. To be able to master the basic concepts and methods in the field of general business administration. | X | ||||
| 8 | 8. To be able to dominate the academic literature and international developments in the field of general business administration. | X | ||||
| 9 | 9. To be able to transfer information about the business area by using effective verbal, written and visual communication methods. | X | ||||
| 10 | 10. To be aware of professional ethics, environmental awareness, sustainability, social responsibility, cultural, social and universal values | X | ||||
| 11 | 11. To be able to work effectively with different disciplines or multicultural teams, to take responsibility, to make risk analysis, to keep up with change, to think critically and to use initiative in problem solving | |||||
ECTS/Workload Table
| Activities | Number | Duration (Hours) | Total Workload |
|---|---|---|---|
| Course Hours (Including Exam Week: 16 x Total Hours) | 16 | 3 | 48 |
| Laboratory | |||
| Application | |||
| Special Course Internship | |||
| Field Work | |||
| Study Hours Out of Class | 14 | 3 | 42 |
| Presentation/Seminar Prepration | |||
| Project | |||
| Report | |||
| Homework Assignments | 5 | 4 | 20 |
| Quizzes/Studio Critics | |||
| Prepration of Midterm Exams/Midterm Jury | 1 | 5 | 5 |
| Prepration of Final Exams/Final Jury | 1 | 10 | 10 |
| Total Workload | 125 | ||