TÜRKÇE
ENGLISH
Information
| Unit | FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES |
| ECONOMICS PR. (ENGLISH) | |
| Code | BUSS410 |
| Name | Capital Markets and Portfolio Management |
| Term | 2025-2026 Academic Year |
| Semester | 8. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | İngilizce |
| Level | Lisans Dersi |
| Type | Normal |
| Label | VK Vocational Knowledge Courses E Elective |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. SERKAN YILMAZ KANDIR |
| Course Instructor |
The current term course schedule has not been prepared yet. Previous term groups and teaching staff are shown.
|
Course Goal / Objective
The primary objective of this course is to provide students with a solid understanding of the functioning of capital markets and the principles of portfolio management. Students will learn how financial instruments are traded, how markets operate, and how to construct and manage investment portfolios based on risk and return trade-offs. The course aims to equip students with the analytical tools necessary to make informed investment decisions in a global financial environment.
Course Content
Introduction to financial markets and instruments, structure and functioning of capital markets, stocks, fixed income securities and derivatives, risk and return concepts and measurement, modern portfolio theory and asset allocation, efficient market hypothesis, security analysis and valuation, portfolio performance measurement, behavioral finance and investor psychology, current trends and innovations in capital markets.
Course Precondition
There is no precondition.
Resources
Investments, Reilly and Norton, 4th edition 1995, Dryden Press Corporate Finance, Ross, Westerfield, and Jaffe, 9th Edition 2010, McGraw Hill Portfolio Theory and Capital Markets, William F Sharpe, 1970, McGraw Hill Portfolio Construction, Management and Protection, Robert A. Strong, 2006, Thomson Southwestern
Notes
Investments, Reilly and Norton, 4th edition 1995, Dryden Press Corporate Finance, Ross, Westerfield, and Jaffe, 9th Edition 2010, McGraw Hill Portfolio Theory and Capital Markets, William F Sharpe, 1970, McGraw Hill Portfolio Construction, Management and Protection, Robert A. Strong, 2006, Thomson Southwestern
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Explain the structure and functioning of capital markets. |
| LO02 | dentify and compare the features of various financial instruments such as stocks, bonds, and derivatives. |
| LO03 | Analyze the concepts of risk and return and apply them in investment decisions. |
| LO04 | Apply modern portfolio theory and asset diversification strategies. |
| LO05 | Measure and evaluate the performance of investment portfolios. |
| LO06 | Analyze financial assets using security valuation techniques. |
| LO07 | Relate Efficient Market Hypothesis and behavioral finance concepts to investment decision-making. |
| LO08 | Follow and analyze current developments and trends in capital markets. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain the importance of demand and supply in economy sciece and the well-running conditions of the market economy | 5 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Define the role of pricing within the event advantage of the market economy | 5 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Define the role of the state in economy, money and financial policies, the central bank and the structure of the market | 5 |
| PLO04 | Bilgi - Kuramsal, Olgusal | Perceive the costs and benefits arising from the global economy | 5 |
| PLO05 | Bilgi - Kuramsal, Olgusal | Produce nymerical and policy options when confronted with problems | 5 |
| PLO06 | Bilgi - Kuramsal, Olgusal | Use quantitative and qualitative techniques of model building, decoding and interpretation | 5 |
| PLO07 | Bilgi - Kuramsal, Olgusal | Use the theory of economics in the analysis of economic events | |
| PLO08 | Bilgi - Kuramsal, Olgusal | Use computer programs, do synthesis and present prepared data efficiently | |
| PLO09 | Bilgi - Kuramsal, Olgusal | Apply the methods of economic analysis. | |
| PLO10 | Bilgi - Kuramsal, Olgusal | Analyze at conceptual level and aquire abiliy in comparing, interpreting, evaluating and synthesizing in order to develop solutions to problems | |
| PLO11 | Bilgi - Kuramsal, Olgusal | Take responsibility individually and/or in a team, take leadership and work effectively | |
| PLO12 | Beceriler - Bilişsel, Uygulamalı | Follow innovative developments in the field being aware of the necessity of lifelong learning and improving him-/herself | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Use of different sources about an unfamiliar field within academic principles, synthesize gained data and present effectively | |
| PLO14 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Use Turkish and at least one foreign language in accordance with the requirements of academic and work life | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Understand and interpret related peoples´ feelings, thoughts and behaviours correctly; express him-/herself accurately in written and oral language | |
| PLO16 | Yetkinlikler - Öğrenme Yetkinliği | Question traditional approaches, practices and methods. | |
| PLO17 | Yetkinlikler - Öğrenme Yetkinliği | Recognize and apply social, scientific and professional ethical values. |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Sermaye piyasalarına giriş | Okuma | Öğretim Yöntemleri: Anlatım |
| 2 | Risk ve getiri hesaplamaları | Okuma | Öğretim Yöntemleri: Anlatım |
| 3 | Sabit getirili varlıkların değerlemesi-1 | Okuma | Öğretim Yöntemleri: Anlatım |
| 4 | Sabit getirili varlıkların değerlemesi-2 | Okuma | Öğretim Yöntemleri: Anlatım |
| 5 | Hisse senedi değerlemesi-1 | Okuma | Öğretim Yöntemleri: Anlatım |
| 6 | Hisse senedi değerlemesi-2 | Okuma | Öğretim Yöntemleri: Anlatım |
| 7 | Portföy yönetimi; Etkin sınır, fayda ve açığa satış | Okuma | Öğretim Yöntemleri: Anlatım |
| 8 | Mid-Term Exam | Okuma | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Portföy yönetimi; Etkin sınır, fayda ve açığa satış-2 | Okuma | Öğretim Yöntemleri: Anlatım |
| 10 | Sermaye varlıkları fiyatlama modeli | Okuma | Öğretim Yöntemleri: Anlatım |
| 11 | Arbitraj fiyatlama modeli ve cok indeksli varlık fiyatlama modelleri | Okuma | Öğretim Yöntemleri: Anlatım |
| 12 | Portföy yönetim stratejileri | Okuma | Öğretim Yöntemleri: Anlatım |
| 13 | Portföy perfromansının değerlendirilmesi | Okuma | Öğretim Yöntemleri: Anlatım |
| 14 | Uluslararası portföy yönetimi | Okuma | Öğretim Yöntemleri: Anlatım |
| 15 | İşlenen konuların gözden geçirilmesi | Okuma | Öğretim Yöntemleri: Anlatım |
| 16 | Term Exams | Okuma | Öğretim Yöntemleri: Anlatım |
| 17 | Term Exams | Okuma | Öğretim Yöntemleri: Anlatım |
Assessment (Exam) Methods and Criteria
Current term shares have not yet been determined. Shares of the previous term are shown.
| Assessment Type | Midterm / Year Impact | End of Term / End of Year Impact |
|---|---|---|
| 1. Midterm Exam | 100 | 40 |
| General Assessment | ||
| Midterm / Year Total | 100 | 40 |
| 1. Final Exam | - | 60 |
| Grand Total | - | 100 |
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 | 1 | 20 | 20 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 20 | 20 |
| Final Exam | 1 | 20 | 20 |
| Total Workload (Hour) | 144 | ||
| Total Workload / 25 (h) | 5,76 | ||
| ECTS | 6 ECTS | ||