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 | Possesses the ability to conduct comprehensive literature reviews, formulate research problems, develop hypotheses, design research, and apply qualitative and quantitative methods to reach conclusions, ultimately leading to the ability to produce academic publications. | X | ||||
| 2 | Demonstrates awareness of research ethics. | X | ||||
| 3 | Contributes to the development of an information society by continuously following technological, social, and cultural advancements in academic and professional contexts. | X | ||||
| 4 | Approaches problems arising in businesses from theoretical, conceptual, and research-oriented perspectives. | X | ||||
| 5 | Understands the interaction between various disciplines related to the field of business and utilizes knowledge requiring expertise to analyze, synthesize, and evaluate new and complex ideas. | X | ||||
| 6 | In the face of unforeseen complex situations in business practice, produces solutions by developing new strategic approaches through holistic and creative thinking. | X | ||||
| 7 | Possesses a solid command of fundamental concepts and methodologies in the field of general business administration. | X | ||||
| 8 | Has a comprehensive understanding of the academic literature and international developments in the field of general business. | X | ||||
| 9 | Effectively communicates information related to the field of business using verbal, written, and visual communication methods. | X | ||||
| 10 | Demonstrates awareness of professional ethics, environmental sensitivity, sustainability, social responsibility, and cultural, societal, and universal values. | X | ||||
| 11 | Works effectively with different disciplines or multicultural teams, takes responsibility, conducts risk analysis, adapts to change, engages in critical thinking, and takes 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 | ||