Course Detail
Course Description
Course | Code | Semester | T+P (Hour) | Credit | ECTS |
---|---|---|---|---|---|
INVESTMENT ANALYSIS and PORTFOLIO MANAGEMENT | - | Fall Semester | 3+0 | 3 | 5 |
Course Program |
Prerequisites Courses | |
Recommended Elective Courses |
Language of Course | Turkish |
Course Level | First Cycle (Bachelor's Degree) |
Course Type | Elective |
Course Coordinator | Assist.Prof. Ali Osman Serdar ÇITAK |
Name of Lecturer(s) | Assist.Prof. Ali Osman Serdar ÇITAK |
Assistant(s) | |
Aim | This course delivers the theoretical framework, tools and the practical issues that are critical for investment analysis and portfolio management. |
Course Content | This course contains; Basic Concepts of Investment,Financial Investment and Portfolio Concept,Financial Risk Management,Investor Utility Function,Introduction to Portfolio Management,Portfolio Management Theories,Traditional Approach,Mean-Variance Approach,Factor Modeling Approach,Portfolio Performance Measurement,Portfolio Management in Future Markets,Promotion of Portfolio Management Activities in Practice,Promotion of Portfolio Management Companies in Practice,International Markets and Portfolio Management. |
Dersin Öğrenme Kazanımları | Teaching Methods | Assessment Methods |
1. Will be able to analyze the basic concepts of investment. | 10, 16, 6, 9 | A |
1.1. Define basic concepts | 10, 16, 6, 9 | A |
1.2. Relate these concepts with the real life. | 10, 16, 6, 9 | A |
2. Will be able to understand financial risk management process | 10, 16, 6, 9 | A |
2.1. Define financial risk management process | 10, 16, 6, 9 | A |
2.2. Evaluate risk management | 10, 16, 6, 9 | A |
3. Will be able to analyze basic concepts of portfolio management | 10, 16, 6, 9 | A |
3.1. Define basic concepts of portfolio management. | 10, 16, 6, 9 | A |
3.2. Evaluate basic concepts of portfolio management. | 10, 16, 6, 9 | A |
4. Will be able to analyze stock and fixed-income financial instruments. | 10, 16, 6, 9 | A |
4.1. Define basic concepts. | 10, 16, 6, 9 | A |
4.2. Evaluate stock and fixed-income financial instruments | 10, 16, 6, 9 | A |
5. Will be able to analyze investment decisions and management process | 10, 16, 6, 9 | A |
5.1. Evaluate investment decisions. | 10, 16, 6, 9 | A |
5.2. Evaluate investment management process | 10, 16, 6, 9 | A |
6. Will be able to analyze portfolio management techniques | 10, 13, 16, 6, 9 | A |
6.1. Define basic concepts. | 10, 13, 16, 6, 9 | A |
6.2. Evaluate portfolio management techniques | 10, 13, 16, 6, 9 | A |
7. Will be able to analyze portfolio performance techniques | 10, 13, 16, 6, 9 | A |
7.1. Define basic concepts. | 10, 13, 16, 6, 9 | A |
7.2. Evaluate portfolio performance techniques. | 10, 13, 16, 6, 9 | A |
8. Will be able to analyze portfolio management's sectoral applications | 10, 13, 16, 6, 9 | A |
8.1. Evaluate sector applications. | 10, 13, 16, 6, 9 | A |
8.2. Performs criticism. | 10, 13, 16, 6, 9 | A |
Teaching Methods: | 10: Discussion Method, 13: Case Study Method, 16: Question - Answer Technique, 6: Experiential Learning, 9: Lecture Method |
Assessment Methods: | A: Traditional Written Exam |
Course Outline
Order | Subjects | Preliminary Work |
---|---|---|
1 | Basic Concepts of Investment | Reading relevant sources |
2 | Financial Investment and Portfolio Concept | Reading relevant sources |
3 | Financial Risk Management | Reading relevant sources |
4 | Investor Utility Function | Reading relevant sources |
5 | Introduction to Portfolio Management | Reading relevant sources |
6 | Portfolio Management Theories | Reading relevant sources |
7 | Traditional Approach | Reading relevant sources |
8 | Mean-Variance Approach | Reading relevant sources |
9 | Factor Modeling Approach | Reading relevant sources |
10 | Portfolio Performance Measurement | Reading relevant sources |
11 | Portfolio Management in Future Markets | Reading relevant sources |
12 | Promotion of Portfolio Management Activities in Practice | Reading relevant sources |
13 | Promotion of Portfolio Management Companies in Practice | Reading relevant sources |
14 | International Markets and Portfolio Management | Reading relevant sources |
Resources |
Aysel Gündoğdu, Uygulamalı Temel Analiz ve Değerleme, Scala Yayınevi, 2023 Benjamin Graham, Akıllı Yatırımcı, Çevirmen: Güneş Yıldız, Epsilon Yayınevi, 2018. Çıtak, Serdar, Finansal Yatırım Analizi, Nobel Yayınları,2016. Gürbüz, A. Osman; Investment Analysis and Portfolio Management, Yaylım Yayıncılık, No: 107, ISBN: 975-7058-78-5, Istanbul, 2004. -Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk; Fundamentals of Investing, 13th Ed., Pearson, 2017. Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Wiley, 2014 |
Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Wiley, 2014 |
Course Contribution to Program Qualifications
Course Contribution to Program Qualifications | |||||||
No | Program Qualification | Contribution Level | |||||
1 | 2 | 3 | 4 | 5 | |||
1 | Uluslararası ticaret ve finansman alanında teorik bilgileri tanımlar. | X | |||||
2 | Uluslararası ticaret ve finansman alanında gerekli matematiksel ve istatistiki yöntemleri anlatır. | X | |||||
3 | Uluslararası ticaret ve finansman alanında gerekli en az bir bilgisayar programı kullanır. | X | |||||
4 | Uluslararası ticaret ve finansman alanında gerekli olan mesleki yabancı dil yeterliliğini gösterir. | X | |||||
5 | Uluslararası ticaret ve finansman alanında projeler hazırlar ve takım çalışmalarını yönetir. | X | |||||
6 | Mesleki alanda yaşam boyu öğrenmenin gerekliliği bilinciyle bilim ve teknolojideki gelişmeleri izleyerek kendini sürekli yenileyip edindiği bilgi ve becerileri eleştirel olarak değerlendirir. | X | |||||
7 | Uluslararası ticaret ve finansman alanında teorik ve uygulamaya yönelik bilgileri kullanır | X | |||||
8 | En az A1 düzeyinde bir yabancı dili kullanarak güncel teknolojileri takip eder, sözlü / yazılı iletişim kurar | ||||||
9 | Örgüt / kurumsal, iş ve toplumsal etik değerlerini benimser ve kullanır. | X | |||||
10 | Topluma hizmet duyarlılığı çerçevesinde, sosyal sorumluluk ilkelerini benimser ve gerektiğinde inisiyatif alır. | X | |||||
11 | Disiplinler arası çalışmalar yürütebilmek için farklı disiplinlerde (ekonomi, finans, sosyoloji, hukuk, işletme) temel bilgileri ve verileri analiz ederek alanında kullanır. | X | |||||
12 | Öğrenciler, küresel ticaret, ihracat-ithalat işlemleri, gümrük işlemleri ve dış ticaretin finansmanı alanlarında uzmanlık elde eder. | 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 | 0 | 0 | 0 | |||
Resolution of Homework Problems and Submission as a Report | 2 | 10 | 20 | |||
Term Project | 0 | 0 | 0 | |||
Presentation of Project / Seminar | 0 | 0 | 0 | |||
Quiz | 1 | 15 | 15 | |||
Midterm Exam | 1 | 27 | 27 | |||
General Exam | 1 | 36 | 36 | |||
Performance Task, Maintenance Plan | 0 | 0 | 0 | |||
Total Workload(Hour) | 140 | |||||
Dersin AKTS Kredisi = Toplam İş Yükü (Saat)/30*=(140/30) | 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 | - | Fall Semester | 3+0 | 3 | 5 |
Course Program |
Prerequisites Courses | |
Recommended Elective Courses |
Language of Course | Turkish |
Course Level | First Cycle (Bachelor's Degree) |
Course Type | Elective |
Course Coordinator | Assist.Prof. Ali Osman Serdar ÇITAK |
Name of Lecturer(s) | Assist.Prof. Ali Osman Serdar ÇITAK |
Assistant(s) | |
Aim | This course delivers the theoretical framework, tools and the practical issues that are critical for investment analysis and portfolio management. |
Course Content | This course contains; Basic Concepts of Investment,Financial Investment and Portfolio Concept,Financial Risk Management,Investor Utility Function,Introduction to Portfolio Management,Portfolio Management Theories,Traditional Approach,Mean-Variance Approach,Factor Modeling Approach,Portfolio Performance Measurement,Portfolio Management in Future Markets,Promotion of Portfolio Management Activities in Practice,Promotion of Portfolio Management Companies in Practice,International Markets and Portfolio Management. |
Dersin Öğrenme Kazanımları | Teaching Methods | Assessment Methods |
1. Will be able to analyze the basic concepts of investment. | 10, 16, 6, 9 | A |
1.1. Define basic concepts | 10, 16, 6, 9 | A |
1.2. Relate these concepts with the real life. | 10, 16, 6, 9 | A |
2. Will be able to understand financial risk management process | 10, 16, 6, 9 | A |
2.1. Define financial risk management process | 10, 16, 6, 9 | A |
2.2. Evaluate risk management | 10, 16, 6, 9 | A |
3. Will be able to analyze basic concepts of portfolio management | 10, 16, 6, 9 | A |
3.1. Define basic concepts of portfolio management. | 10, 16, 6, 9 | A |
3.2. Evaluate basic concepts of portfolio management. | 10, 16, 6, 9 | A |
4. Will be able to analyze stock and fixed-income financial instruments. | 10, 16, 6, 9 | A |
4.1. Define basic concepts. | 10, 16, 6, 9 | A |
4.2. Evaluate stock and fixed-income financial instruments | 10, 16, 6, 9 | A |
5. Will be able to analyze investment decisions and management process | 10, 16, 6, 9 | A |
5.1. Evaluate investment decisions. | 10, 16, 6, 9 | A |
5.2. Evaluate investment management process | 10, 16, 6, 9 | A |
6. Will be able to analyze portfolio management techniques | 10, 13, 16, 6, 9 | A |
6.1. Define basic concepts. | 10, 13, 16, 6, 9 | A |
6.2. Evaluate portfolio management techniques | 10, 13, 16, 6, 9 | A |
7. Will be able to analyze portfolio performance techniques | 10, 13, 16, 6, 9 | A |
7.1. Define basic concepts. | 10, 13, 16, 6, 9 | A |
7.2. Evaluate portfolio performance techniques. | 10, 13, 16, 6, 9 | A |
8. Will be able to analyze portfolio management's sectoral applications | 10, 13, 16, 6, 9 | A |
8.1. Evaluate sector applications. | 10, 13, 16, 6, 9 | A |
8.2. Performs criticism. | 10, 13, 16, 6, 9 | A |
Teaching Methods: | 10: Discussion Method, 13: Case Study Method, 16: Question - Answer Technique, 6: Experiential Learning, 9: Lecture Method |
Assessment Methods: | A: Traditional Written Exam |
Course Outline
Order | Subjects | Preliminary Work |
---|---|---|
1 | Basic Concepts of Investment | Reading relevant sources |
2 | Financial Investment and Portfolio Concept | Reading relevant sources |
3 | Financial Risk Management | Reading relevant sources |
4 | Investor Utility Function | Reading relevant sources |
5 | Introduction to Portfolio Management | Reading relevant sources |
6 | Portfolio Management Theories | Reading relevant sources |
7 | Traditional Approach | Reading relevant sources |
8 | Mean-Variance Approach | Reading relevant sources |
9 | Factor Modeling Approach | Reading relevant sources |
10 | Portfolio Performance Measurement | Reading relevant sources |
11 | Portfolio Management in Future Markets | Reading relevant sources |
12 | Promotion of Portfolio Management Activities in Practice | Reading relevant sources |
13 | Promotion of Portfolio Management Companies in Practice | Reading relevant sources |
14 | International Markets and Portfolio Management | Reading relevant sources |
Resources |
Aysel Gündoğdu, Uygulamalı Temel Analiz ve Değerleme, Scala Yayınevi, 2023 Benjamin Graham, Akıllı Yatırımcı, Çevirmen: Güneş Yıldız, Epsilon Yayınevi, 2018. Çıtak, Serdar, Finansal Yatırım Analizi, Nobel Yayınları,2016. Gürbüz, A. Osman; Investment Analysis and Portfolio Management, Yaylım Yayıncılık, No: 107, ISBN: 975-7058-78-5, Istanbul, 2004. -Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk; Fundamentals of Investing, 13th Ed., Pearson, 2017. Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Wiley, 2014 |
Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Wiley, 2014 |
Course Contribution to Program Qualifications
Course Contribution to Program Qualifications | |||||||
No | Program Qualification | Contribution Level | |||||
1 | 2 | 3 | 4 | 5 | |||
1 | Uluslararası ticaret ve finansman alanında teorik bilgileri tanımlar. | X | |||||
2 | Uluslararası ticaret ve finansman alanında gerekli matematiksel ve istatistiki yöntemleri anlatır. | X | |||||
3 | Uluslararası ticaret ve finansman alanında gerekli en az bir bilgisayar programı kullanır. | X | |||||
4 | Uluslararası ticaret ve finansman alanında gerekli olan mesleki yabancı dil yeterliliğini gösterir. | X | |||||
5 | Uluslararası ticaret ve finansman alanında projeler hazırlar ve takım çalışmalarını yönetir. | X | |||||
6 | Mesleki alanda yaşam boyu öğrenmenin gerekliliği bilinciyle bilim ve teknolojideki gelişmeleri izleyerek kendini sürekli yenileyip edindiği bilgi ve becerileri eleştirel olarak değerlendirir. | X | |||||
7 | Uluslararası ticaret ve finansman alanında teorik ve uygulamaya yönelik bilgileri kullanır | X | |||||
8 | En az A1 düzeyinde bir yabancı dili kullanarak güncel teknolojileri takip eder, sözlü / yazılı iletişim kurar | ||||||
9 | Örgüt / kurumsal, iş ve toplumsal etik değerlerini benimser ve kullanır. | X | |||||
10 | Topluma hizmet duyarlılığı çerçevesinde, sosyal sorumluluk ilkelerini benimser ve gerektiğinde inisiyatif alır. | X | |||||
11 | Disiplinler arası çalışmalar yürütebilmek için farklı disiplinlerde (ekonomi, finans, sosyoloji, hukuk, işletme) temel bilgileri ve verileri analiz ederek alanında kullanır. | X | |||||
12 | Öğrenciler, küresel ticaret, ihracat-ithalat işlemleri, gümrük işlemleri ve dış ticaretin finansmanı alanlarında uzmanlık elde eder. | X |
Assessment Methods
Contribution Level | Absolute Evaluation | |
Rate of Midterm Exam to Success | 40 | |
Rate of Final Exam to Success | 60 | |
Total | 100 |