Course Detail
Course Description
Course | Code | Semester | T+P (Hour) | Credit | ECTS |
---|
INVESTMENT ANALYSIS and PORTFOLIO MANAGEMENT | ECO3171620 | Fall Semester | 3+0 | 3 | 5 |
Prerequisites Courses | |
Recommended Elective Courses | |
Language of Course | English |
Course Level | First Cycle (Bachelor's Degree) |
Course Type | Elective |
Course Coordinator | Prof.Dr. Serhat YÜKSEL |
Name of Lecturer(s) | Prof.Dr. Serhat YÜKSEL |
Assistant(s) | - |
Aim | The aim of the course is to have knowledge about the tools and approaches used for the valuation of stocks, which are among the important financial investments, and the theoretical foundations of portfolio management. |
Course Content | This course contains; Return concepts,Concepts of risk and risk premium,Diversification,Building the best portfolio,Capital Asset Pricing Theory ,Arbitrage Pricing Theory ,Efficient Market Hypothesis,Behavioral finance,Technical analysis,Macroeconomic analysis ,Sector analysis ,Stock valuation ,Financial statements ,Financial ratios. |
Dersin Öğrenme Kazanımları | Teaching Methods | Assessment Methods |
1. Will be able to make calculations about risk and return concepts. | 10, 9 | A |
1.1 Use various return concepts. | 10, 9 | |
1.2. Provide a numerical definition of portfolio risk. | 10, 9 | |
2. Will be able to apply the basic concepts of modern portfolio theory. | 10, 9 | A |
2.1. Demonstrate the importance of diversification in reducing risk with examples. | 10, 9 | |
2.2. Use how to build the best portfolio with a single risky asset and a risk-free asset. | 10, 9 | |
3. Will be able to use Capital Asset Pricing Theory. | 10, 9 | A |
3.1. Use the equation that is the result of Capital Asset Pricing Theory. | 10, 9 | |
3.2. Make a comparison between the expected rate of return information that can be obtained in other ways and the return from Capital Asset Pricing Theory. | 10, 9 | |
4. Will be able to use the theoretical basis of Efficient Market Hypothesis. | 10, 9 | A |
4.1. Express three different forms of Efficient Market Hypothesis. | 10, 9 | |
4.2. Explain which forms of the Efficient Market Hypothesis are operational in the various scenarios that may be given. | 10, 9 | |
5. Will be able to explain the basic approach of behavioral finance and technical analysis. | 10, 9 | A |
5.1. Explain the criticisms directed to the classical economics view in behavioral finance studies. | 10, 9 | |
5.2. Explain the general approach of technical analysis and some examples. | 10, 9 | |
Teaching Methods: | 10: Discussion Method, 9: Lecture Method |
Assessment Methods: | A: Traditional Written Exam |
Course Outline
Order | Subjects | Preliminary Work |
---|
1 | Return concepts | |
2 | Concepts of risk and risk premium | |
3 | Diversification | |
4 | Building the best portfolio | |
5 | Capital Asset Pricing Theory | |
6 | Arbitrage Pricing Theory | |
7 | Efficient Market Hypothesis | |
8 | Behavioral finance | |
9 | Technical analysis | |
10 | Macroeconomic analysis | |
11 | Sector analysis | |
12 | Stock valuation | |
13 | Financial statements | |
14 | Financial ratios | |
Resources |
1. Bodie, Kane ve Marcus, Essentials of Investments, McGraw-Hill (2023)
Additional Readings
1. Sharpe, Alexander ve Bailey, Investments, Prentice Hall (2023)
2. Weston, Besley, Brigham. (2022) Essentials of Managerial Finance. Dryden |
Course Contribution to Program Qualifications
Course Contribution to Program Qualifications |
No | Program Qualification | Contribution Level |
1 | 2 | 3 | 4 | 5 |
1 | (S)he describes theoretical knowledge in economics and finance. | | X | | | |
2 | (S)he explains mathematical and statistical methods needed for economics and finance. | | | X | | |
3 | (S)he uses at least one computer program utilized for economic and financial analyses (SPSS, Eviews, STATA, R ve MATLAB). | | | X | | |
4 | (S)he has the foreign language proficiency necessary for economics and finance. | X | | | | |
5 | (S)he develops projects in the field and handles team work. | | X | | | |
6 | (S)he develops (her) his awareness of lifetime learning, follows the developments in (her) his field and adopts a critical approach. | | | X | | |
7 | (S)he uses theoretical and practical knowledge on economics and finance. | X | | | | |
8 | (S)he delivers (her) his opinions by making effective use of modern technologies and of at least one foreign language at a minimum level of level C1. | | X | | | |
9 | (S)he adopts and uses organizational, corporate and social ethical values. | | | X | | |
10 | (S)he adopts principles of social responsibility and acts whenever needed in light of social service sensitivity. | X | | | | |
11 | (S)he analyzes and uses basic knowledge and data regarding different disciplines to conduct inter-disciplinary studies. | | | X | | |
12 | (S)he benefits from (her) his proficiency in economics and finance to make policy suggestions and contribute to the field. | | X | | | |
Assessment Methods
Contribution Level | Absolute Evaluation |
Rate of Midterm Exam to Success | | 40 |
Rate of Final Exam to Success | | 60 |
Total | | 100 |
ECTS / Workload Table |
Activities | Number of | Duration(Hour) | Total Workload(Hour) |
Course Hours | 14 | 3 | 42 |
Guided Problem Solving | 14 | 1 | 14 |
Resolution of Homework Problems and Submission as a Report | 14 | 3 | 42 |
Term Project | 0 | 0 | 0 |
Presentation of Project / Seminar | 0 | 0 | 0 |
Quiz | 14 | 2 | 28 |
Midterm Exam | 14 | 1 | 14 |
General Exam | 14 | 1 | 14 |
Performance Task, Maintenance Plan | 0 | 0 | 0 |
Total Workload(Hour) | 154 |
Dersin AKTS Kredisi = Toplam İş Yükü (Saat)/30*=(154/30) | 5 |
ECTS of the course: 30 hours of work is counted as 1 ECTS credit. |
Detail Informations of the Course
Course Description
Course | Code | Semester | T+P (Hour) | Credit | ECTS |
---|
INVESTMENT ANALYSIS and PORTFOLIO MANAGEMENT | ECO3171620 | Fall Semester | 3+0 | 3 | 5 |
Prerequisites Courses | |
Recommended Elective Courses | |
Language of Course | English |
Course Level | First Cycle (Bachelor's Degree) |
Course Type | Elective |
Course Coordinator | Prof.Dr. Serhat YÜKSEL |
Name of Lecturer(s) | Prof.Dr. Serhat YÜKSEL |
Assistant(s) | - |
Aim | The aim of the course is to have knowledge about the tools and approaches used for the valuation of stocks, which are among the important financial investments, and the theoretical foundations of portfolio management. |
Course Content | This course contains; Return concepts,Concepts of risk and risk premium,Diversification,Building the best portfolio,Capital Asset Pricing Theory ,Arbitrage Pricing Theory ,Efficient Market Hypothesis,Behavioral finance,Technical analysis,Macroeconomic analysis ,Sector analysis ,Stock valuation ,Financial statements ,Financial ratios. |
Dersin Öğrenme Kazanımları | Teaching Methods | Assessment Methods |
1. Will be able to make calculations about risk and return concepts. | 10, 9 | A |
1.1 Use various return concepts. | 10, 9 | |
1.2. Provide a numerical definition of portfolio risk. | 10, 9 | |
2. Will be able to apply the basic concepts of modern portfolio theory. | 10, 9 | A |
2.1. Demonstrate the importance of diversification in reducing risk with examples. | 10, 9 | |
2.2. Use how to build the best portfolio with a single risky asset and a risk-free asset. | 10, 9 | |
3. Will be able to use Capital Asset Pricing Theory. | 10, 9 | A |
3.1. Use the equation that is the result of Capital Asset Pricing Theory. | 10, 9 | |
3.2. Make a comparison between the expected rate of return information that can be obtained in other ways and the return from Capital Asset Pricing Theory. | 10, 9 | |
4. Will be able to use the theoretical basis of Efficient Market Hypothesis. | 10, 9 | A |
4.1. Express three different forms of Efficient Market Hypothesis. | 10, 9 | |
4.2. Explain which forms of the Efficient Market Hypothesis are operational in the various scenarios that may be given. | 10, 9 | |
5. Will be able to explain the basic approach of behavioral finance and technical analysis. | 10, 9 | A |
5.1. Explain the criticisms directed to the classical economics view in behavioral finance studies. | 10, 9 | |
5.2. Explain the general approach of technical analysis and some examples. | 10, 9 | |
Teaching Methods: | 10: Discussion Method, 9: Lecture Method |
Assessment Methods: | A: Traditional Written Exam |
Course Outline
Order | Subjects | Preliminary Work |
---|
1 | Return concepts | |
2 | Concepts of risk and risk premium | |
3 | Diversification | |
4 | Building the best portfolio | |
5 | Capital Asset Pricing Theory | |
6 | Arbitrage Pricing Theory | |
7 | Efficient Market Hypothesis | |
8 | Behavioral finance | |
9 | Technical analysis | |
10 | Macroeconomic analysis | |
11 | Sector analysis | |
12 | Stock valuation | |
13 | Financial statements | |
14 | Financial ratios | |
Resources |
1. Bodie, Kane ve Marcus, Essentials of Investments, McGraw-Hill (2023)
Additional Readings
1. Sharpe, Alexander ve Bailey, Investments, Prentice Hall (2023)
2. Weston, Besley, Brigham. (2022) Essentials of Managerial Finance. Dryden |
Course Contribution to Program Qualifications
Course Contribution to Program Qualifications |
No | Program Qualification | Contribution Level |
1 | 2 | 3 | 4 | 5 |
1 | (S)he describes theoretical knowledge in economics and finance. | | X | | | |
2 | (S)he explains mathematical and statistical methods needed for economics and finance. | | | X | | |
3 | (S)he uses at least one computer program utilized for economic and financial analyses (SPSS, Eviews, STATA, R ve MATLAB). | | | X | | |
4 | (S)he has the foreign language proficiency necessary for economics and finance. | X | | | | |
5 | (S)he develops projects in the field and handles team work. | | X | | | |
6 | (S)he develops (her) his awareness of lifetime learning, follows the developments in (her) his field and adopts a critical approach. | | | X | | |
7 | (S)he uses theoretical and practical knowledge on economics and finance. | X | | | | |
8 | (S)he delivers (her) his opinions by making effective use of modern technologies and of at least one foreign language at a minimum level of level C1. | | X | | | |
9 | (S)he adopts and uses organizational, corporate and social ethical values. | | | X | | |
10 | (S)he adopts principles of social responsibility and acts whenever needed in light of social service sensitivity. | X | | | | |
11 | (S)he analyzes and uses basic knowledge and data regarding different disciplines to conduct inter-disciplinary studies. | | | X | | |
12 | (S)he benefits from (her) his proficiency in economics and finance to make policy suggestions and contribute to the field. | | X | | | |
Assessment Methods
Contribution Level | Absolute Evaluation |
Rate of Midterm Exam to Success | | 40 |
Rate of Final Exam to Success | | 60 |
Total | | 100 |
Numerical Data
Ekleme Tarihi: 09/10/2023 - 08:45Son Güncelleme Tarihi: 09/10/2023 - 08:48
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