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 |
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Securities and Portfolio Management | FNCE505 | General Elective | 3 | 0 | 0 | 3 | 5 |
Pre-requisite Course(s) |
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N/A |
Course Language | Turkish |
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Course Type | Technical Elective Courses |
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) |
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Course Objectives | |
Course Learning Outcomes |
The students who succeeded in this course;
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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 |
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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 |
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Evaluation System
Requirements | Number | Percentage of Grade |
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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 |
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Percentage of Final Work | 50 |
Total | 100 |
Course Category
Core Courses | |
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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 | ||||
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1 | 2 | 3 | 4 | 5 | ||
1 | Combines and applies the knowledge of their undergraduate field with business administration knowledge. | X | ||||
2 | Acquires knowledge about the structure and functioning of the financial system and each financial institution. | X | ||||
3 | Possesses knowledge of regulations and legislation related to financial institutions. | X | ||||
4 | Identifies the risks faced by different financial institutions and acquires the ability to develop basic solutions. | X | ||||
5 | Acquires knowledge of basic investment strategies. | X | ||||
6 | Gains knowledge of research methods and techniques and applies them. | X | ||||
7 | Acquires knowledge about the institutional characteristics of emerging and developed markets, as well as investment strategies for bonds, stocks, and derivative products in these markets. | X | ||||
8 | Acquires knowledge about the fundamentals, processes, and contributions of capital and securities markets to the financial system. | X | ||||
9 | Conveys business-related information using effective verbal, written, and visual communication methods. | X | ||||
10 | Develops awareness of professional ethics, environmental sensitivity, sustainability, social responsibility, and cultural, social, and universal values. | X | ||||
11 | Works effectively with different disciplines or multicultural teams, takes responsibility, conducts risk analysis, adapts to change, thinks critically, and takes initiative in problem-solving. | X | ||||
12 | . |
ECTS/Workload Table
Activities | Number | Duration (Hours) | Total Workload |
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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 |