Investment Analysis and Portfolio Management
Business Administration
Faculty of Management
First Cycle (Bachelor's Degree)
| Course Unit Title | Course Unit Code | Type of Course Unit | Level of Course Unit | Year of Study | Semester | ECTS Credits |
|---|---|---|---|---|---|---|
| Investment Analysis and Portfolio Management | ISL411 | Elective | Bachelor's degree | 4 | Fall | 4 |
Name of Lecturer(s)
Prof. Dr. Abdurrahman FETTAHOĞLU
Prof. Dr. Vasfi HAFTACI
Associate Prof. Dr. Sibel FETTAHOĞLU
Associate Prof. Dr. Ozan GÖNÜLLÜ
Associate Prof. Dr. Hakan KAPUCU
Learning Outcomes of the Course Unit
1) Explaining portfolio, portfolio management process ve types of portfolio.
2) Explaining diversification effect anf portfolio efficient.
3) Explaining traditional portfolio approach ,Markowitz portfolio theory ,indices models and CAPM model.
4) Explaining asset allocation process and tactical asset allocation.
5) Measuring the success and the performance of portfolio management.
6) Explaining portfolio insurance.
Program Competencies-Learning Outcomes Relation
| Program Competencies | |||||||||||
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | ||
| Learning Outcomes | |||||||||||
| 1 | No relation | No relation | No relation | High | No relation | No relation | No relation | No relation | No relation | No relation | |
| 2 | No relation | No relation | No relation | High | No relation | No relation | No relation | No relation | No relation | No relation | |
| 3 | No relation | No relation | No relation | High | No relation | No relation | No relation | No relation | No relation | No relation | |
| 4 | No relation | No relation | No relation | High | No relation | No relation | No relation | No relation | No relation | No relation | |
| 5 | No relation | No relation | No relation | High | No relation | No relation | No relation | No relation | No relation | No relation | |
| 6 | No relation | No relation | No relation | High | No relation | No relation | No relation | No relation | No relation | No relation | |
Mode of Delivery
Face to Face
Prerequisites and Co-Requisites
None
Recommended Optional Programme Components
None
Course Contents
This course covers portfolio concept: return and risk on capital investment, diversification effect and portfolio efficiency, portfolio selection, single index model, evaulation of capital investments at market equilibrium, asset allocation at portfolio management; asset allocation: fundamentals, strategic asset allocation, tactical asset allocation, performance analyse; portfolio insurance.
Weekly Schedule
1) Portfolio, Portfolio management process ve types of Portfolio2) Portfolio: Risk and return in capital investment
3) Portfolio: Diversification Effect anf Portfolio efficient
4) Approaches of Portfolio: Traditional Portfolio Approach
5) Approaches of Portfolio: Markowitz Portfolio Theory
6) Approaches of Portfolio: Indices Models
7) Approaches of Portfolio: Capital Asset Pricing Model (CAPM)
8) Midterm examination/Assessment
9) Approaches of Portfolio: Capital Asset Pricing Model (CAPM)
10) Asset Allocation: Asset allocation process and tactical asset allocation
11) Performance analysis
12) Performance analysis
13) Portfolio Insurance
14) Portfolio management strategies
15) Portfolio management strategies
16) Final examination
Recommended or Required Reading
Planned Learning Activities and Teaching Methods
Assessment Methods and Criteria
Contribution of Midterm Examination to Course Grade |
40% |
|---|---|
Contribution of Final Examination to Course Grade |
60% |
Total |
100% |
Language of Instruction
Turkish
Work Placement(s)
Not Required