BAC418 Portfolio Management

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

Information

Code BAC418
Name Portfolio Management
Term 2024-2025 Academic Year
Semester 8. Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 4 ECTS
National Credit 3 National Credit
Teaching Language Türkçe
Level Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Dr. Öğr. Üyesi EMEL YÜCEL
Course Instructor
1


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 to become a portfolio manager in the future.

Course Content

The concept of portfolio, portfolio theory and the statistical infrastructure on the subject

Course Precondition

No prerequisite

Resources

Portfolio Management, Prof. Dr. Abdurrahman Fettahoğlu, Seçkin Publications, 2016

Notes

Portfolio Management, Prof. Dr. Hatice DOĞUKANLI, Res. Asst. Metin BORAK, Karahan Bookstore


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Define the portfolio concept
LO02 Understand the traditional portfolio theorem
LO03 Calculate the risk and the expected return of a portfolio
LO04 Calculate the stock return by using CAPM
LO05 Define single and multiple index models
LO06 Explain arbitrage pricing theory
LO07 Evaluate the performance of a portfolio
LO08 Find out about the diffrences of active and passive portfolio management
LO09 Diversify a portfolio by using international instruments


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explain all the basic functions of the business conceptually. 5
PLO02 Bilgi - Kuramsal, Olgusal Explain the basic economic concepts and the relationship between basic economic concepts and business management concepts. 4
PLO03 Bilgi - Kuramsal, Olgusal Define the basic information about the law discipline related to the field of business administration.
PLO04 Beceriler - Bilişsel, Uygulamalı Transfer information about the field of business in the language of learning by using effective verbal, written and visual communication methods.
PLO05 Beceriler - Bilişsel, Uygulamalı Determine the most appropriate approaches, implementations and methods of business management considering sectors, their sizes, resources, cultures, goals and objectives. 3
PLO06 Beceriler - Bilişsel, Uygulamalı Determine appropriate methods to solve business problems. 5
PLO07 Beceriler - Bilişsel, Uygulamalı Research in the field of business and reports the results of the research for use in managerial decision-making processes. 4
PLO08 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Effectively work as a team and takes the necessary responsibility within the team. 5
PLO09 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. 4
PLO10 Yetkinlikler - Öğrenme Yetkinliği Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning.
PLO11 Yetkinlikler - Öğrenme Yetkinliği Use basic numerical and statistical analysis programs of business management. 4
PLO12 Yetkinlikler - İletişim ve Sosyal Yetkinlik Monitor the external environment factors such as sector structure, competition, technology, economy, politics and culture that affect the activities of businesses and interpret their effects on businesses. 4
PLO13 Yetkinlikler - İletişim ve Sosyal Yetkinlik Use/report/interpret Business Information Systems and sub-modules required by business management. 3
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Use Turkish and at least one foreign language in accordance with the requirements in academic and business life.
PLO15 Yetkinlikler - Alana Özgü Yetkinlik Become aware of professional ethics, environmental awareness, sustainability, social responsibility, cultural, social and universal values.
PLO16 Yetkinlikler - Alana Özgü Yetkinlik Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning 5


Week Plan

Week Topic Preparation Methods
1 Understanding the concept of portfolio management Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
2 Learning about the statistical infrastructure Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
3 Learning about the tradational Markowitz portfolio theory Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
4 Calculating the expected return and the risk of a single asset and a portfolio Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
5 Defining the concepts like optimum portfolio, utility and effective border Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
6 Introduction of the CAPM Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
7 Valuation by CAPM Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
8 Mid-Term Exam Preperation for the exam Ölçme Yöntemleri:
Yazılı Sınav
9 Learning about Single Index Models Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
10 Learning about Arbitrage Theory and Multiple Indeks Models Reading the relevant chapter of Investments Analyisis and Portfolio Management boo Öğretim Yöntemleri:
Anlatım, Soru-Cevap
11 Evaluating the performance of a portfolio by using Treynori Sharpe and Jensen Methods Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
12 Active and Passive Portfolio Management Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
13 International Diversification Reading the relevant chapter of Investments Analyisis and Portfolio Management book Öğretim Yöntemleri:
Anlatım, Soru-Cevap
14 Portfolio presentations 1 Portfolio presentations Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
15 Portfolio presentations 2 Portfolio presentations Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
16 Final Exam Preperation for the exam Ölçme Yöntemleri:
Yazılı Sınav
17 Final Exam Preperation 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 3 42
Assesment Related Works
Homeworks, Projects, Others 0 0 0
Mid-term Exams (Written, Oral, etc.) 1 7 7
Final Exam 1 18 18
Total Workload (Hour) 109
Total Workload / 25 (h) 4,36
ECTS 4 ECTS

Update Time: 15.05.2024 11:07