ECTS - Securities and Portfolio Management
Securities and Portfolio Management (FNCE505) Course Detail
| Course Name | Course Code | Season | Lecture Hours | Application Hours | Lab Hours | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| Securities and Portfolio Management | FNCE505 | 3 | 0 | 0 | 3 | 5 |
| Pre-requisite Course(s) |
|---|
| N/A |
| Course Language | Turkish |
|---|---|
| Course Type | N/A |
| Course Level | Social Sciences Master's Degree |
| Mode of Delivery | Face To Face |
| Learning and Teaching Strategies | Lecture, Discussion, Question and Answer. |
| Course Lecturer(s) |
|
| Course Objectives | |
| Course Learning Outcomes |
The students who succeeded in this course;
|
| Course Content | Trade-off between risk and return, optimal portfolio selection, portfolio management, asset pricing models, derivative instruments, construction and management of optimal portfolios. |
Weekly Subjects and Releated Preparation Studies
| Week | Subjects | Preparation |
|---|---|---|
| 1 | Investment types, investment goals and factors that shape investment decisions | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (Sayfa 1-48) |
| 2 | Financial markets | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (sayfa 49-61) |
| 3 | Funcitons of capital market, evolution of Turkish capital market | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (sayfa 62-75) |
| 4 | Capital market regulations and institutions in Turkey | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (sayfa 75-180) |
| 5 | Introducing securities | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (sayfa 180-313) |
| 6 | Public offering of securities and trading on the stock exchange | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (sayfa 314-345) |
| 7 | Midterm Exam | |
| 8 | Investments in securities (stocks, bonds and derivatives) | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (Sayfa 419-539) |
| 9 | Investment in real asset market, real estate market and precious metals market | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (Sayfa 346-376) |
| 10 | Investment in the foreign exchange market and money market | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (Sayfa 377-418) |
| 11 | Yield, risk and diversification | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara.. (Sayfa 641-673) |
| 12 | Asset pricing models | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (Sayfa 710-728) |
| 13 | Portfolio creation strategies, technical and basic analysis | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara. (Sayfa 593-639 |
| 14 | Portfolio management and measuring portfolio performance | AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara.. (Sayfa 674-731) |
| 15 | Course Overview | |
| 16 | Final Exam |
Sources
| Course Book | 1. AKSOY Ahmet, TANRIÖVEN Cihan (2014), Sermaye Piyasası Araçları ve Analizi, Detay Yayıncılık, Ankara |
|---|
Evaluation System
| Requirements | Number | Percentage of Grade |
|---|---|---|
| Attendance/Participation | - | - |
| Laboratory | - | - |
| Application | - | - |
| Field Work | - | - |
| Special Course Internship | - | - |
| Quizzes/Studio Critics | - | - |
| Homework Assignments | 4 | 20 |
| Presentation | - | - |
| Project | - | - |
| Report | - | - |
| Seminar | - | - |
| Midterms Exams/Midterms Jury | 1 | 30 |
| Final Exam/Final Jury | 1 | 50 |
| Toplam | 6 | 100 |
| Percentage of Semester Work | 50 |
|---|---|
| Percentage of Final Work | 50 |
| 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 be able to combine and use the knowledge of their own undergraduate program area with the knowledge of business administration. | X | ||||
| 2 | 2. To have information about the structure and functioning of the financial system and each financial institution. | X | ||||
| 3 | 3. To have information about regulations and legislation related to financial institutions | X | ||||
| 4 | 4. To be able to see the risks that different financial institutions are exposed to and gain the ability to produce basic solutions. | X | ||||
| 5 | 5. To have knowledge about basic investment strategies. | X | ||||
| 6 | 6. Having knowledge about research methods and techniques and being able to use them. | X | ||||
| 7 | 7. To have information about the institutional characteristics of emerging and developed markets and investment strategies for bonds, stocks and derivatives in these markets. | X | ||||
| 8 | 8. To have the ability to reach scientific knowledge in the field of business, to monitor, evaluate and apply the current literature | 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. | X | ||||
| 12 | . | X | ||||
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 | 16 | 3 | 48 |
| Presentation/Seminar Prepration | |||
| Project | |||
| Report | |||
| Homework Assignments | 1 | 15 | 15 |
| Quizzes/Studio Critics | |||
| Prepration of Midterm Exams/Midterm Jury | 1 | 10 | 10 |
| Prepration of Final Exams/Final Jury | 1 | 10 | 10 |
| Total Workload | 131 | ||