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 | Area Elective | 3 | 0 | 0 | 3 | 5 |
| Pre-requisite Course(s) |
|---|
| N/A |
| Course Language | Turkish |
|---|---|
| Course Type | Elective Courses |
| Course Level | Ph.D. |
| 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 | X |
|---|---|
| Major Area Courses | |
| 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. | |||||
| 2 | Demonstrates awareness of research ethics. | |||||
| 3 | Contributes to the development of an information society by continuously following technological, social, and cultural advancements in academic and professional contexts. | |||||
| 4 | Approaches problems arising in businesses from theoretical, conceptual, and research-oriented perspectives. | |||||
| 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. | |||||
| 6 | In the face of unforeseen complex situations in business practice, produces solutions by developing new strategic approaches through holistic and creative thinking. | |||||
| 7 | Possesses a solid command of fundamental concepts and methodologies in the field of general business administration. | |||||
| 8 | Has a comprehensive understanding of the academic literature and international developments in the field of general business. | |||||
| 9 | Effectively communicates information related to the field of business using verbal, written, and visual communication methods. | |||||
| 10 | Demonstrates awareness of professional ethics, environmental sensitivity, sustainability, social responsibility, and cultural, societal, and universal values. | |||||
| 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 | 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 | ||