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Information
| Code | MG1701 |
| Name | Portfolio Management |
| Term | 2024-2025 Academic Year |
| Semester | . Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Doç. Dr. GAMZE VURAL |
Course Goal / Objective
The main objective of this course is to study the underlying theories for profitable investments such as managing a portfolio and the use of analytical methods in portfolio management
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 Portföy Yönetimi,Hatice Doğukanlı ve Metin Borak Modern Portfolio Theory and Investment Analyis, Elton and Gruber
Notes
Related articles Market data, Data from Borsa İstanbul
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Defines the portfolio concept |
| LO02 | Knows about 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 | 1.Defining the concepts of Finance Management, Accounting Management, Production Management, Marketing Management, Management and Organization and Quantitative Methods and explaining their relations with each other. | 2 |
| PLO02 | Bilgi - Kuramsal, Olgusal | 2.Comparison by defining the theories and models of business management, numerical and statistical methods. | |
| PLO03 | Bilgi - Kuramsal, Olgusal | 3. Accessing and interpreting information using scientific research methods. | |
| PLO04 | Bilgi - Kuramsal, Olgusal | 4. Application of theory and models, numerical and statistical methods in business management. | 3 |
| PLO05 | Bilgi - Kuramsal, Olgusal | 5. Interpreting the results of theory and models, numerical and statistical methods applied in business management. | 2 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | 6. To be able to determine the appropriate methods for the solution of the business problems encountered. | |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | 7. To be able to follow and apply the basic steps of business process management. | 3 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | 8. To be able to reach the most appropriate result by using basic numerical and statistical analysis programs. | 3 |
| PLO09 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | 9. Working in accordance with the objectives as a project manager or participant. | |
| PLO10 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | 10. Taking an active role by taking responsibility individually and/or within the team. | 4 |
| PLO11 | Yetkinlikler - Öğrenme Yetkinliği | 11. Continuous self-development by following current developments with the awareness that the research and learning process continues throughout life. | 4 |
| PLO12 | Yetkinlikler - Öğrenme Yetkinliği | 12. To produce new information from the data obtained from scientific sources within the framework of academic rules and to interpret them effectively. | |
| PLO13 | Yetkinlikler - Öğrenme Yetkinliği | 13. To be able to associate the knowledge gained in the field of business with the knowledge in different fields. | 2 |
| PLO14 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | 14. To be able to communicate with the parties verbally and in writing in accordance with the requirements of academic and business life. | 2 |
| PLO15 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | 15. To present effectively by synthesizing the information obtained from the sources related to the field within the framework of academic rules. | 3 |
| PLO16 | Yetkinlikler - Alana Özgü Yetkinlik | 16.Behaving in accordance with ethical and legal issues encountered in business science and business professions. | |
| PLO17 | Yetkinlikler - Alana Özgü Yetkinlik | 17. To make original researches about all the basic functions of the business in accordance with scientific, institutional and social ethics. | |
| PLO18 | Yetkinlikler - Alana Özgü Yetkinlik | 18. Identifying existing problems with a critical point of view and suggesting solutions. | 2 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Financial Markets and Securities | Reading the first chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 2 | Learning Markowitz theory, which is the basis of portfolio theories, and statistical computing of framework of this theory | Reading the second chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 3 | Calculating the expected return and the risk of a single asset of a portfolio | Reading the 5th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 4 | Defining the concepts of optimum portfolio, utility and effective border | Reading the 6th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 5 | Learning about Single Index Models | Reading the 7th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 6 | Mutli Index Models | Reading the 8th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 7 | Identifying the optimum portfolio | Reading the 6th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 8 | Mid-Term Exam | Studying for exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | International Diversification | Reading the 9th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 10 | Capital Asset Pricing Models | Reading the 22nd chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 11 | Assumptions of Capital Assets Pricing Model | Reading the 18th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 12 | Arbitrage Pricing Model | Reading the 18th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 13 | Efficient Markets Theory | Reading the 12th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 14 | Assesment Portfolio Performance | Reading the 13th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 15 | Overview of the topics | Reading the 13th chapter of investment and portfolio analysis book | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 16 | Term Exams | Studying for exam | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Studying for 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 | ||