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Course Detail

Course Description

CourseCodeSemesterT+P (Hour)CreditECTS
INVESTMENT ANALYSIS and PORTFOLIO MANAGEMENTBUS3171620Fall Semester3+035
Course Program
Prerequisites Courses
Recommended Elective Courses
Language of CourseEnglish
Course LevelFirst Cycle (Bachelor's Degree)
Course TypeElective
Course CoordinatorProf.Dr. Serhat YÜKSEL
Name of Lecturer(s)Prof.Dr. Serhat YÜKSEL
Assistant(s)-
AimThe 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 ContentThis 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 KazanımlarıTeaching MethodsAssessment Methods
1. Will be able to make calculations about risk and return concepts.10, 9A
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, 9A
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, 9A
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, 9A
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, 9A
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

OrderSubjectsPreliminary Work
1Return concepts
2Concepts of risk and risk premium
3Diversification
4Building the best portfolio
5Capital Asset Pricing Theory
6Arbitrage Pricing Theory
7Efficient Market Hypothesis
8Behavioral finance
9Technical analysis
10Macroeconomic analysis
11Sector analysis
12Stock valuation
13Financial statements
14Financial 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
NoProgram QualificationContribution Level
12345
1
Defines the theoretical issues in the field of business administration
X
2
Describes the necessary qualitative and quantitative methods in the field of business and management.
X
3
Uses at least one computer program in the field of business and management
X
4
Sustains proficiency in a foreign language required for business and management.
X
5
Prepares managerial investment projects and work in a team.
X
6
Constantly renews himself / herself by following developments in business and management with an understanding of the importance of lifelong learning through critically evaluating the knowledge and skills that s/he has got.
X
7
Uses theoretical and practical expertise in the field of business administration
X
8
Follows up-to-date technology using a foreign language at least A1 level, holds verbal / written communication.
X
9
Adopts organizational / institutional and social ethical values.
X
10
Within the framework of service responsiveness, adopts social responsibility principles and takes initiative when necessary.
X
11
Uses and analyses basic facts and data in different disciplines (economics, finance, sociology, law, business) in order to conduct interdisciplinary studies.
X
12
Uses and Analyses the fundamental and advanced techniques in the field to enhance business performance, productivity, sustainability,innovation and research, efficiency and effectiveness.
X

Assessment Methods

Contribution LevelAbsolute Evaluation
Rate of Midterm Exam to Success 40
Rate of Final Exam to Success 60
Total 100
ECTS / Workload Table
ActivitiesNumber ofDuration(Hour)Total Workload(Hour)
Course Hours14342
Guided Problem Solving14114
Resolution of Homework Problems and Submission as a Report14342
Term Project000
Presentation of Project / Seminar000
Quiz14228
Midterm Exam14114
General Exam14114
Performance Task, Maintenance Plan000
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

CourseCodeSemesterT+P (Hour)CreditECTS
INVESTMENT ANALYSIS and PORTFOLIO MANAGEMENTBUS3171620Fall Semester3+035
Course Program
Prerequisites Courses
Recommended Elective Courses
Language of CourseEnglish
Course LevelFirst Cycle (Bachelor's Degree)
Course TypeElective
Course CoordinatorProf.Dr. Serhat YÜKSEL
Name of Lecturer(s)Prof.Dr. Serhat YÜKSEL
Assistant(s)-
AimThe 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 ContentThis 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 KazanımlarıTeaching MethodsAssessment Methods
1. Will be able to make calculations about risk and return concepts.10, 9A
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, 9A
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, 9A
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, 9A
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, 9A
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

OrderSubjectsPreliminary Work
1Return concepts
2Concepts of risk and risk premium
3Diversification
4Building the best portfolio
5Capital Asset Pricing Theory
6Arbitrage Pricing Theory
7Efficient Market Hypothesis
8Behavioral finance
9Technical analysis
10Macroeconomic analysis
11Sector analysis
12Stock valuation
13Financial statements
14Financial 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
NoProgram QualificationContribution Level
12345
1
Defines the theoretical issues in the field of business administration
X
2
Describes the necessary qualitative and quantitative methods in the field of business and management.
X
3
Uses at least one computer program in the field of business and management
X
4
Sustains proficiency in a foreign language required for business and management.
X
5
Prepares managerial investment projects and work in a team.
X
6
Constantly renews himself / herself by following developments in business and management with an understanding of the importance of lifelong learning through critically evaluating the knowledge and skills that s/he has got.
X
7
Uses theoretical and practical expertise in the field of business administration
X
8
Follows up-to-date technology using a foreign language at least A1 level, holds verbal / written communication.
X
9
Adopts organizational / institutional and social ethical values.
X
10
Within the framework of service responsiveness, adopts social responsibility principles and takes initiative when necessary.
X
11
Uses and analyses basic facts and data in different disciplines (economics, finance, sociology, law, business) in order to conduct interdisciplinary studies.
X
12
Uses and Analyses the fundamental and advanced techniques in the field to enhance business performance, productivity, sustainability,innovation and research, efficiency and effectiveness.
X

Assessment Methods

Contribution LevelAbsolute Evaluation
Rate of Midterm Exam to Success 40
Rate of Final Exam to Success 60
Total 100

Numerical Data

Ekleme Tarihi: 09/10/2023 - 09:58Son Güncelleme Tarihi: 09/10/2023 - 10:00