EMG12705 Portfolio Management

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

Information

Code EMG12705
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 Uzaktan Öğretim
Catalog Information Coordinator Prof. Dr. SERKAN YILMAZ KANDIR


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

1.Yatırım Analizi ve Portföy Yönetimi, Mehmet Baha Karan 2.Borsada Uygulamalı Portföy Yönetimi, Ali Ceylan, Turan Korkmaz 3.Sermaye Piyasası, Menkul Kıymetler ve Portföy Analizi, Mehmet Bolak 4.Modern Portfolio Theory and Investment Analysis, Elton ve Gruber. 5.Portfolio Management, James L. Farrel.

Notes

1.Ekonomi ve finans alanındaki günlük gazeteler, haftalık ve aylık dergiler 2.Ekonomi ve Finans alanındaki web siteleri


Course Learning Outcomes

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


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Defines the basic theoretical models and numerical methods of finance function and describes the intended use. Indicates each model´s weak and strong aspects. 4
PLO02 Bilgi - Kuramsal, Olgusal Analyses strategic and operational plans for financial companies, and creates sufficient knowledge to find solutions to the problems that might arise.
PLO03 Bilgi - Kuramsal, Olgusal Explains how to create theoretical models to be used in financial management and how to apply quantitative and statistical methods.
PLO04 Bilgi - Kuramsal, Olgusal Teaches how to interpret the findings obtained by the application of theoretical models, quantitative and statistical methods used in financial management. 4
PLO05 Bilgi - Kuramsal, Olgusal Determines the appropriate methods to solve the problems encountered in business.
PLO06 Bilgi - Kuramsal, Olgusal Enables financial organizations to reach the most appropriate conclusion with an accurate analysis of the basic financial statements. 4
PLO07 Bilgi - Kuramsal, Olgusal Encourages to take responsibility individually and/or in a team, to lead and to work effectively.
PLO08 Bilgi - Kuramsal, Olgusal Is aware of the need for lifelong learning, keeps track of the latest developments in the field and constantly develops professional knowledge and skills . 5
PLO09 Bilgi - Kuramsal, Olgusal Teaches to exploit different sources in a new field in accordance with academic rules, to synthesize and effectively present the information obtained.
PLO10 Beceriler - Bilişsel, Uygulamalı Demonstrates an awareness of lifelong learning. 5
PLO11 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Questions the ways of traditional methods and if it´s needed develops and implements new approaches.
PLO12 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. 4
PLO13 Yetkinlikler - Öğrenme Yetkinliği Taking the goals and objectives of the banking sector, its size, resources and culture into account, determines the most appropriate approach to financial management .
PLO14 Yetkinlikler - Öğrenme Yetkinliği Having a comprehensive knowledge about Capital Markets, it´s tools and institutions, such as BIST and the World Stock Exchanges and utilizes the best ways in the field. 5


Week Plan

Week Topic Preparation Methods
1 Understanding the concept of portfolio management Reading the first chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
2 Learning about the statistical infrastructure of portfolio concept Reading the second chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
3 Learning Markowitz theory, which is the basis of portfolio theories, and statistical computing of framework of this theory Reading the 5th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma
4 Calculating the expected return and the risk of a single asset of a portfolio Reading the 6th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma
5 Defining the concepts of optimum portfolio, utility and effective border Reading the 7th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Beyin Fırtınası
6 Assumptions of Capital Assets Pricing Model, Risk Free Rate, Capital Market Line, Security Line, Market Risk Premium Beta calculations Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Beyin Fırtınası
7 Pricing Equity with CAPM and estimating return with characteristic line Reading the 8th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Alıştırma ve Uygulama
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav
9 Learning about Single Index Models Reading the 9th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Alıştırma ve Uygulama
10 Arbitrage Pricing Model and Mutli Index Model Reading the 22nd chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
11 Assesment Portfolio Performance; Treynor, Sharpe and Jensen Performance Criterion Reading the 18th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
12 Active-Passive Portfolio Management Reading the 18th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Alıştırma ve Uygulama
13 International Diversification Reading the 12th chapter of investment and portfolio analysis book Öğretim Yöntemleri:
Soru-Cevap, Anlatım, Tartışma, Alıştırma ve Uygulama
14 Portfolio Presentation Portfolio Presentation Öğretim Yöntemleri:
Soru-Cevap
15 Portfolio Presentation-2 Portfolio Presentation Öğretim Yöntemleri:
Soru-Cevap
16 Term Exams Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams 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 05:00