Risk and Portfolio Management
Security and Capital Markets
Vocational School of Hereke Ömer İsmet Uzunyol Vocational School
Short Cycle (Associate's Degree)
| Course Unit Title | Course Unit Code | Type of Course Unit | Level of Course Unit | Year of Study | Semester | ECTS Credits |
|---|---|---|---|---|---|---|
| Risk and Portfolio Management | MPP211 | Compulsory | Associate degree | 2 | Fall | 3 |
Name of Lecturer(s)
Associate Prof. Dr. Oğuz BAL
Lecturer Dr. Nimet ÇAKIR
Learning Outcomes of the Course Unit
1) The concept of risk, systematic and unsystematic risk know the meaning and scope.
2) The creation of portfolio selection and to know that.
3) To make a distinction between risky and risk-free investment portfolio to create a constitution for the weight
4) Portfolio diversification performs calculations needed for
5) Interest rates,its structure, types, and the time value of money calculations makes.
Program Competencies-Learning Outcomes Relation
| Program Competencies | ||||||||
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | ||
| Learning Outcomes | ||||||||
| 1 | High | High | High | High | High | High | High | |
| 2 | High | Middle | High | Middle | High | Middle | High | |
| 3 | Middle | High | Middle | High | Middle | High | Middle | |
| 4 | Middle | Middle | Middle | Middle | Middle | Middle | Middle | |
| 5 | Middle | Middle | Middle | High | High | High | High | |
Mode of Delivery
Face to Face
Prerequisites and Co-Requisites
None
Recommended Optional Programme Components
Not Required
Course Contents
1 - Investment and Investment Environment 2 - Financial Markets, 3- Financial Markets Classification 4- Financial Assets (Vehicles) 5 - Nominal and Real Interest Rate 6 - Present Value and Future Value 7 - Securities Risk and Return of the measurement of their 8 - portfolio risks and returns 9 - Diversity and Total Risk
Weekly Schedule
1) Financial Markets, Risk concept, the meaning and scope of systematic and non-systematic risk.2) The traditional portfolio theory
3) Modern portfolio theory, Markowitz, assumptions, risk and return calculation, portfolio selection.
4) Modern portfolio theory, Markowitz, assumptions, risk and return calculation, portfolio selection.
5) Portfolio risk and yield. Diversity and total risk. Market and Company risks.
6) Capital Asset Pricing Model. Market portfolio. Beta coefficient.
7) CAPM, arbitrage pricing model
8) Midterm examination/Assessment
9) Optimal Portfolio Selection, Active portfolio management
10) Asset allocation: strategic asset allocation, tactical asset allocation
11) Individual investors Demographics, Individual investors can use investment strategies
12) Portfolio performance measurement methods
13) Market activity. Effective market and investment.
14) Investment Strategies. Create a portfolio.
15) General evaluation.
16) Final examination
Recommended or Required Reading
1- Abdurrahman FETTAHOĞLU, Menkul Değerler Yönetimi, Çizgi Kitabevi, 1. Baskı, İstanbul 2003.
2- Mehmet Baha KARAN, Yatırım Analizi ve Portföy Yönetimi, Gazi Kitabevi, 1. Baskı, Ankara 2004.
3- Ali CEYLAN, Turhan KORKMAZ, Borsada Uygulamalı Portföy Yönetimi, Ekin Kitabevi, 3 Baskı, Bursa 1998.
4- www.tspakb.org.tr/yayın ve raporlar/lisanlama ve egitim kılavuzları
Planned Learning Activities and Teaching Methods
1) Lecture
2) Question-Answer
3) Drill and Practice
4) Modelling
5) Case Study
6) Self Study
7) Problem Solving
8) Project Based Learning
Assessment Methods and Criteria
Contribution of Midterm Examination to Course Grade |
20% |
|---|---|
Contribution of Final Examination to Course Grade |
80% |
Total |
100% |
Language of Instruction
Turkish
Work Placement(s)
Not Required