MG1804 Portfolio Management

8 ECTS - 4-0 Duration (T+A)- . Semester- 4 National Credit

Information

Code MG1804
Name Portfolio Management
Term 2024-2025 Academic Year
Semester . Semester
Duration (T+A) 4-0 (T-A) (17 Week)
ECTS 8 ECTS
National Credit 4 National Credit
Teaching Language Türkçe
Level Doktora Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. HATİCE DOĞUKANLI


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 Portfolio Management and Investment Analyis, Elton and Gruber Portföy Yönetimi,Hatice Doğukanlı ve Metin Borak Portfolio Management, Reily.

Notes

Related Articles Market data, Data from Borsa Istanbul.


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 Explains the basic theoretical models for finance function 3
PLO02 Bilgi - Kuramsal, Olgusal Lists and identifies the theories that will contribute to the development of scientific methods and tools used in finance 2
PLO03 Bilgi - Kuramsal, Olgusal Investigates how to model theorems in finance field and how to associate these models with the the quantitive decision making techniques 4
PLO04 Bilgi - Kuramsal, Olgusal Explains how to interpret the findings as a result of the application of statistical and theoretical models used in financial management methods. 5
PLO05 Bilgi - Kuramsal, Olgusal Creates sufficient knowledge to find a solution to the problems that might arise 3
PLO06 Bilgi - Kuramsal, Olgusal Contributes to the applied business management by following the basic steps of the methods used in finance 4
PLO07 Bilgi - Kuramsal, Olgusal Achieves optimal results using techniques that help to increase the financial efficiency 3
PLO08 Bilgi - Kuramsal, Olgusal Encourages taking responsibility, claiming the lead and working effectively in a team and / or individually.
PLO09 Beceriler - Bilişsel, Uygulamalı Keeps track of the latest developments in the field as a recognition of the need for lifelong learning and constant renewal
PLO10 Beceriler - Bilişsel, Uygulamalı Utilizes scientific sources in the field, collect the data, synthesizes the obtained information and presents the outcomes effectively
PLO11 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Has a good command of Turkish, as well as at least one another foreign language in accordance with the requirements of academic and work life
PLO12 Yetkinlikler - Öğrenme Yetkinliği Implements new research methods that will contribute to the development of the finance field 3
PLO13 Yetkinlikler - Öğrenme Yetkinliği Develops new guidelines for the financial managers’ decision making processes by researching on sub-disciplines of the finance field. 3
PLO14 Yetkinlikler - Öğrenme Yetkinliği Designs appropriate financial approaches, applications and methodologies in accordance with the business sector and the market in which they operate


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 4 56
Out of Class Study (Preliminary Work, Practice) 14 8 112
Assesment Related Works
Homeworks, Projects, Others 2 4 8
Mid-term Exams (Written, Oral, etc.) 1 12 12
Final Exam 1 24 24
Total Workload (Hour) 212
Total Workload / 25 (h) 8,48
ECTS 8 ECTS

Update Time: 07.05.2024 04:50