BUSS410 Capital Markets and Portfolio Management

6 ECTS - 3-0 Duration (T+A)- 8. Semester- 3 National Credit

Information

Code BUSS410
Name Capital Markets and Portfolio Management
Term 2024-2025 Academic Year
Semester 8. Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 6 ECTS
National Credit 3 National Credit
Teaching Language İngilizce
Level Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. SERKAN YILMAZ KANDIR
Course Instructor
1 2
Metin BORAK (A Group) (Ins. in Charge)


Course Goal / Objective

The general purpose of the course is to undertand the pricing of financial instruments in the capital markets and to study the optimal construction of portfolios, emphasizing the trade-off between risk and return in great detail.

Course Content

In this course the prices of financial instruments, portfolio management and the evaluation of portfolio performances will be discussed

Course Precondition

None

Resources

Investments, Reilly and Norton, 4th edition 1995, Dryden Press Corporate Finance, Ross, Westerfield, and Jaffe, 9th Edition 2010, McGraw Hill Portfolio Theory and Capital Markets, William F Sharpe, 1970, McGraw Hill Portfolio Construction, Management and Protection, Robert A. Strong, 2006, Thomson Southwestern

Notes

Capital Markets: Institutions and Instruments, Fabozzi, Modigliani, 1996, Prentice Hall Bond Markets, Analysis, And Strategies, Fabozzi, 6th Edition 2006, Prentice Hall


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Be able to recognize both the theoretical and mathematical methods of portfolio management
LO02 Be able to analyze pricing of stocks and bonds
LO03 Recognize portfolio management strategies .
LO04 Construct a portfolio
LO05 Be able to evaluate the performance of the portfolio


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explaining business concepts and their interrelationships 4
PLO02 Bilgi - Kuramsal, Olgusal Explaining the basic theoretical models, numerical and statistical methods of business management 5
PLO03 Bilgi - Kuramsal, Olgusal Explaining the relationship between basic economics concepts and business management concepts 5
PLO04 Bilgi - Kuramsal, Olgusal Explaining how to apply theoretical, numerical and statistical methods used in business management 5
PLO05 Bilgi - Kuramsal, Olgusal Explaining how to interpret the results obtained as a result of the creation/application of theoretical, numerical and statistical methods used in business management 4
PLO06 Bilgi - Kuramsal, Olgusal Applying business management methods by following the basic steps 4
PLO07 Bilgi - Kuramsal, Olgusal Determine appropriate methods to solve business problems 4
PLO08 Beceriler - Bilişsel, Uygulamalı Evaluate the results that are obtained from applications of business management methods. 4
PLO09 Beceriler - Bilişsel, Uygulamalı Use basic numerical and statistical softwares. 2
PLO10 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Use basic enterprise resource planning (ERP) softwares
PLO11 Yetkinlikler - Öğrenme Yetkinliği Working effectively individually and/or in a team 2
PLO12 Yetkinlikler - Öğrenme Yetkinliği Being aware of the necessity of lifelong learning, constantly renewing itself by following the current developments in the field. 4
PLO13 Yetkinlikler - İletişim ve Sosyal Yetkinlik Presenting information effectively in an unfamiliar field by using different sources within the framework of academic rules. 5
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Use Turkish and at least one foreign language in accordance with the prerequisities of academic and business context
PLO15 Yetkinlikler - İletişim ve Sosyal Yetkinlik Accurately express the obtained information and comments verbally and in writing 3
PLO16 Yetkinlikler - Alana Özgü Yetkinlik Applying new working methods when deemed necessary by questioning traditional approaches, practices and methods 1
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Acting in accordance with social, scientific and professional ethical values ​​from an entrepreneurial perspective 4
PLO18 Yetkinlikler - Alana Özgü Yetkinlik Determining the most appropriate business management approaches, practices and methods by considering the sector, size, resources, culture, goals and objectives of the enterprises. 5
PLO19 Yetkinlikler - Alana Özgü Yetkinlik Interpreting the effects of external environmental factors such as sector structure, competition, technology, economy, politics, culture, which affect the activities of businesses, on businesses. 5


Week Plan

Week Topic Preparation Methods
1 Introduction to Capital Markets and Economic Developments Investments (Reilly,Norton) chp.1 Öğretim Yöntemleri:
Anlatım, Soru-Cevap
2 Measures of Risk and Return Investments (Reilly,Norton) chp.1 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
3 Valuation of Fixed Income Securities-1 Investments (Reilly,Norton) chp.10 pg.242-248 Öğretim Yöntemleri:
Anlatım, Tartışma
4 Valuation of Fixed Income Securities-2 Investments (Reilly,Norton) chp.10 p.248-252 Öğretim Yöntemleri:
Alıştırma ve Uygulama, Problem Çözme
5 Valuation of Stocks-1 Investments (Reilly,Norton) chp.10 p.252-258 Öğretim Yöntemleri:
Anlatım, Beyin Fırtınası
6 Valuation of Stocks-2 Investments (Reilly,Norton) chp.10 p.258-262 Öğretim Yöntemleri:
Alıştırma ve Uygulama, Problem Çözme
7 Introduction to Portfolio Management; Concept of Efficient Frontier, Utility and Short Sale Investments (Reilly,Norton) chp.6 p.146-165 Öğretim Yöntemleri:
Anlatım, Beyin Fırtınası
8 Mid-Term Exam Sınava hazırlık Ölçme Yöntemleri:
Yazılı Sınav
9 Introduction to Portfolio Management; Concept of Efficient Frontier, Utility and Short Sale-2 Investments (Reilly,Norton) chp.6 p.146-165 Öğretim Yöntemleri:
Anlatım, Soru-Cevap
10 Capital Asset Pricing Theory Investments (Reilly,Norton) chp.7 p.165-179 Öğretim Yöntemleri:
Anlatım, Soru-Cevap
11 Arbitrage Pricing Theory and Multifactor Asset Pricing Models Investments (Reilly,Norton) chp.7 p.179-185 Öğretim Yöntemleri:
Anlatım, Beyin Fırtınası
12 Portfolio Management Strategies Investments (Reilly,Norton) chp.15 p.388-416 Öğretim Yöntemleri:
Anlatım, Beyin Fırtınası
13 Evaluation of Portfolio Performance Investments (Reilly,Norton) chp.23 p.577-596 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
14 International Portfolio Management Lecturer's Own Course Notes Öğretim Yöntemleri:
Anlatım, Soru-Cevap
15 Overview of the subjects Investment revise Öğretim Yöntemleri:
Alıştırma ve Uygulama, Problem Çözme
16 Term Exams Preparation for the exam Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams Preparation 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 5 70
Assesment Related Works
Homeworks, Projects, Others 0 0 0
Mid-term Exams (Written, Oral, etc.) 1 15 15
Final Exam 1 30 30
Total Workload (Hour) 157
Total Workload / 25 (h) 6,28
ECTS 6 ECTS

Update Time: 07.05.2024 04:37