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Information
| Code | BAC418 |
| Name | Portfolio Management |
| Term | 2023-2024 Academic Year |
| Semester | 8. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 4 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Label | E Elective |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Dr. Öğr. Üyesi EMEL YÜCEL |
| Course Instructor |
1 |
Course Goal / Objective
The main objective of this course is to introduce financial instruments, as well as teaching about creating a portfolio in order to help to become a portfolio manager in the future.
Course Content
The concept of portfolio, portfolio theory and the statistical infrastructure on the subject
Course Precondition
No prerequisite
Resources
Portfolio Management, Prof. Dr. Abdurrahman Fettahoğlu, Seçkin Publications, 2016
Notes
Portfolio Management, Prof. Dr. Hatice DOĞUKANLI, Res. Asst. Metin BORAK, Karahan Bookstore
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Define the portfolio concept |
| LO02 | Understand the traditional portfolio theorem |
| LO03 | Calculate the risk and the expected return of a portfolio |
| LO04 | Calculate the stock return by using CAPM |
| LO05 | Define single and multiple index models |
| LO06 | Explain arbitrage pricing theory |
| LO07 | Evaluate the performance of a portfolio |
| LO08 | Find out about the diffrences of active and passive portfolio management |
| LO09 | Diversify a portfolio by using international instruments |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain all the basic functions of the business conceptually. | 5 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Explain the basic economic concepts and the relationship between basic economic concepts and business management concepts. | 4 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Define the basic information about the law discipline related to the field of business administration. | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Transfer information about the field of business in the language of learning by using effective verbal, written and visual communication methods. | |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Determine the most appropriate approaches, implementations and methods of business management considering sectors, their sizes, resources, cultures, goals and objectives. | 3 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Determine appropriate methods to solve business problems. | 5 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Research in the field of business and reports the results of the research for use in managerial decision-making processes. | 4 |
| PLO08 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Effectively work as a team and takes the necessary responsibility within the team. | 5 |
| PLO09 | Yetkinlikler - Öğrenme Yetkinliği | As well as professional development, improve him-/herself continuously in scientific, social, cultural and artistic fields according to his/her interests and abilities, identifying needs of learning. | 4 |
| PLO10 | Yetkinlikler - Öğrenme Yetkinliği | Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning. | |
| PLO11 | Yetkinlikler - Öğrenme Yetkinliği | Use basic numerical and statistical analysis programs of business management. | 4 |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Monitor the external environment factors such as sector structure, competition, technology, economy, politics and culture that affect the activities of businesses and interpret their effects on businesses. | 4 |
| PLO13 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Use/report/interpret Business Information Systems and sub-modules required by business management. | 3 |
| PLO14 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Use Turkish and at least one foreign language in accordance with the requirements in academic and business life. | |
| PLO15 | Yetkinlikler - Alana Özgü Yetkinlik | Become aware of professional ethics, environmental awareness, sustainability, social responsibility, cultural, social and universal values. | |
| PLO16 | Yetkinlikler - Alana Özgü Yetkinlik | Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning | 5 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Understanding the concept of portfolio management | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 2 | Learning about the statistical infrastructure | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 3 | Learning about the tradational Markowitz portfolio theory | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 4 | Calculating the expected return and the risk of a single asset and a portfolio | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 5 | Defining the concepts like optimum portfolio, utility and effective border | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 6 | Introduction of the CAPM | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 7 | Valuation by CAPM | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 8 | Mid-Term Exam | Preperation for the exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Learning about Single Index Models | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 10 | Learning about Arbitrage Theory and Multiple Indeks Models | Reading the relevant chapter of Investments Analyisis and Portfolio Management boo | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 11 | Evaluating the performance of a portfolio by using Treynori Sharpe and Jensen Methods | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 12 | Active and Passive Portfolio Management | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 13 | International Diversification | Reading the relevant chapter of Investments Analyisis and Portfolio Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 14 | Portfolio presentations 1 | Portfolio presentations | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 15 | Portfolio presentations 2 | Portfolio presentations | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 16 | Final Exam | Preperation for the exam | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Final Exam | Preperation for the exam | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 3 | 42 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 7 | 7 |
| Final Exam | 1 | 18 | 18 |
| Total Workload (Hour) | 109 | ||
| Total Workload / 25 (h) | 4,36 | ||
| ECTS | 4 ECTS | ||