ISLS410 Portfolio Management

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

Information

Code ISLS410
Name 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 Türkçe
Level Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. HATİCE DOĞUKANLI
Course Instructor
1 2
Prof. Dr. HATİCE DOĞUKANLI (A Group) (Ins. in Charge)


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 the students to become a portfolio manager in the future.

Course Content

The concept of portfolio, portfolio theory and the statistical infrastructure related to the subject

Course Precondition

None

Resources

Related books Yatırım Analizi ve Portföy Yönetimi, Baha Karan Portfolio Management and Investment Analyis, Elton and Gruber Portföy Yönetimi,Hatice Doğukanlı ve Metin Borak

Notes

Market data


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Defines the portfolio concept
LO02 Recognizes traditional portfolio theory
LO03 Calculates the risk and the expected return of a portfolio
LO04 Calculates the return by using CAPM
LO05 Explains the rules of arbitrage theory
LO06 Evaluates the performance of a portfolio by using various criteria
LO07 Distinguishes the differences between active and passive portfolio management
LO08 Diversifies a portfolio by using international instruments


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explaining business concepts and their interrelationships
PLO02 Bilgi - Kuramsal, Olgusal Explaining the basic theoretical models, numerical and statistical methods of business management 3
PLO03 Bilgi - Kuramsal, Olgusal Explaining the relationship between basic economics concepts and business management concepts 2
PLO04 Bilgi - Kuramsal, Olgusal İşletme yönetiminde kullanılan kuramsal, sayısal ve istatistik yöntemlerin nasıl uygulanacağını açıklama
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 3
PLO06 Bilgi - Kuramsal, Olgusal Determine appropriate methods to solve business problems 2
PLO07 Bilgi - Kuramsal, Olgusal Evaluate the results that are obtained from applications of business management methods
PLO08 Beceriler - Bilişsel, Uygulamalı Use the basic numerical and statistical softwares 3
PLO09 Beceriler - Bilişsel, Uygulamalı Use the basic enterprise resource planning (ERP) softwares 2
PLO10 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Working effectively individually and/or in a team 4
PLO11 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.
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 by using different sources within the framework of academic rules. 3
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Use Turkish and at least one foreign language in accordance with the requirements in academic and business context 2
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 3
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Acting in accordance with social, scientific and professional ethical values ​​from an entrepreneurial perspective
PLO18 Yetkinlikler - Alana Özgü Yetkinlik Determining the most appropriate approaches, implementations and methods of business management considering sectors, their sizes, resources, cultures, goals and objectives of the enterprises 2
PLO19 Yetkinlikler - Alana Özgü Yetkinlik Interpreting the effects of external environmental factors such as sector structure, competition, technology, economy, politics, culture, which affect the 2


Week Plan

Week Topic Preparation Methods
1 Understanding the concept of portfolio management Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
2 Learning about the statistical infrastructure of portfolio concept Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
3 Learning Markowitz theory, which is the basis of portfolio theories, and statistical computing of framework of this theory Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
4 Calculating the expected return and the risk of a single asset of a portfolio Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
5 Defining the concepts of optimum portfolio, utility and effective border Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
6 Assumptions of Capital Assets Pricing Model, Risk Free Rate, Capital Market Line, Security Line, Market Risk Premium Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
7 Pricing Equity with CAPM and estimating return with characteristic line Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
8 Mid-term Exam Preparation for the exam Ölçme Yöntemleri:
Yazılı Sınav
9 Learning about Single Index Models Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
10 Learning about Single Index Models-2 Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
11 Arbitrage Pricing Model and Mutli Index Model Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
12 Assesment Portfolio Performance; Treynor, Sharpe and Jensen Performance Criterion Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
13 Active-Passive Portfolio Management Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
14 International Diversification Reading the relevant chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
15 Portfolio Presentation Portfolio Presentation Ölçme Yöntemleri:
Ödev
16 Final Exam Preparation for the exam Ölçme Yöntemleri:
Yazılı Sınav
17 Final Exam 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 04:40